+95.0%
AMDL vs MTCH
+29.9%
+65.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.3% | +10.5% | +9.9% |
| 7D | +4.5% | +0.7% | +3.9% | +3.9% |
| 30D | -4.4% | +9.7% | -14.1% | -9.7% |
| 3M | -30.5% | +21.1% | -51.6% | -38.4% |
| 6M | +300.9% | +37.5% | +263.4% | +234.8% |
| YTD | +219.9% | +31.9% | +188.0% | +169.5% |
| 1Y | +374.7% | +14.6% | +360.2% | +332.6% |
| All | +95.0% | +29.9% | +65.1% | +67.6% |
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