+12,644.7%
AME vs MTCH
+14,357.7%
-1,713.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +2.8% | -1.8% | +4.6% | +3.0% |
| 30D | -6.3% | +10.4% | -16.7% | -7.5% |
| 3M | +5.4% | +21.0% | -15.6% | +2.5% |
| 6M | +7.4% | +36.6% | -29.2% | +2.7% |
| YTD | +16.2% | +29.7% | -13.5% | +11.7% |
| 1Y | +26.8% | +8.6% | +18.2% | +24.6% |
| 3Y | +57.5% | -2.7% | +60.2% | +54.4% |
| 5Y | +84.8% | -72.9% | +157.8% | +107.1% |
| 10Y | +424.3% | +185.0% | +239.3% | +322.6% |
| All | +12,644.7% | +14,357.7% | -1,713.0% | +8,991.1% |
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