+115.6%
AMDL vs MTCH
+29.7%
+85.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.6% | -7.2% |
| 7D | +20.7% | -1.4% | +22.1% | +21.4% |
| 30D | +9.4% | +13.6% | -4.2% | +1.4% |
| 3M | +5.6% | +22.4% | -16.7% | -7.2% |
| 6M | +340.3% | +37.2% | +303.1% | +267.2% |
| YTD | +253.6% | +31.8% | +221.8% | +197.6% |
| 1Y | +443.4% | +12.9% | +430.5% | +400.8% |
| All | +115.6% | +29.7% | +85.8% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling