+433.0%
AME vs MTCH
+208.0%
+225.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +3.0% |
| 7D | +1.7% | +1.3% | +0.5% | +1.5% |
| 30D | -6.4% | +15.9% | -22.3% | -8.9% |
| 3M | +7.1% | +23.3% | -16.2% | +2.9% |
| 6M | +8.2% | +40.1% | -32.0% | +1.4% |
| YTD | +18.2% | +33.6% | -15.4% | +11.5% |
| 1Y | +26.7% | +14.1% | +12.7% | +22.8% |
| 3Y | +60.7% | +1.4% | +59.3% | +55.2% |
| 5Y | +91.6% | -73.1% | +164.7% | +125.5% |
| All | +433.0% | +208.0% | +225.0% | +313.8% |
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