-98.1%
AMC vs MTCH
+172.6%
-270.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.7% | +4.7% |
| 7D | +2.3% | +0.7% | +1.6% | +2.0% |
| 30D | -0.7% | +9.7% | -10.5% | -3.6% |
| 3M | +35.2% | +21.1% | +14.1% | +27.4% |
| 6M | +124.6% | +37.5% | +87.1% | +105.1% |
| YTD | +69.9% | +31.9% | +38.0% | +56.5% |
| 1Y | -2.6% | +14.6% | -17.1% | -6.7% |
| 3Y | -79.8% | -6.2% | -73.6% | -80.0% |
| 5Y | -99.4% | -70.6% | -28.8% | -99.3% |
| 10Y | -98.9% | +185.6% | -284.5% | -99.3% |
| All | -98.1% | +172.6% | -270.7% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTCH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling