+164.0%
AMDL vs MTCH
+29.4%
+134.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.8% |
| 7D | +103.5% | +6.7% | +96.8% | +100.5% |
| 30D | -18.3% | -1.4% | -16.9% | -18.5% |
| 3M | +20.1% | +14.8% | +5.3% | +14.3% |
| 6M | +15.9% | +19.4% | -3.5% | +9.2% |
| YTD | +303.0% | +32.3% | +270.7% | +331.3% |
| 1Y | +164.0% | +29.5% | +134.5% | +186.2% |
| All | +164.0% | +29.4% | +134.6% | +186.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling