-97.5%
AMC vs MTCH
+173.5%
-271.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | +8.4% | +6.7% | +1.8% | +6.3% |
| 30D | +9.2% | -1.4% | +10.5% | +9.5% |
| 3M | +32.0% | +14.8% | +17.2% | +26.1% |
| 6M | +149.3% | +19.4% | +129.9% | +135.7% |
| YTD | +114.1% | +32.3% | +81.8% | +96.4% |
| 1Y | +35.8% | +29.5% | +6.3% | +25.4% |
| 3Y | -58.3% | +47.2% | -105.5% | -63.4% |
| 5Y | -99.2% | -70.2% | -28.9% | -99.0% |
| 10Y | -98.8% | +156.0% | -254.7% | -99.2% |
| All | -97.5% | +173.5% | -271.0% | -98.4% |
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