+119.6%
AMDL vs MTCH
+29.8%
+89.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +4.2% | +10.1% | +12.2% |
| 7D | +18.5% | +3.5% | +15.0% | +17.5% |
| 30D | -24.2% | +0.3% | -24.5% | -24.4% |
| 3M | +11.5% | +13.7% | -2.2% | +2.9% |
| 6M | -1.0% | +17.6% | -18.6% | -11.4% |
| YTD | +260.3% | +31.8% | +228.4% | +202.1% |
| 1Y | +178.2% | +29.2% | +148.9% | +136.0% |
| All | +119.6% | +29.8% | +89.8% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling