+57.7%
AMGN vs MTCH
-0.9%
+58.6%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.5% |
| 7D | -13.7% | +1.3% | -15.0% | -13.8% |
| 30D | -8.8% | +15.9% | -24.7% | -10.1% |
| 3M | +7.2% | +23.3% | -16.1% | +4.7% |
| 6M | +1.3% | +40.1% | -38.9% | -2.7% |
| YTD | +17.6% | +33.6% | -15.9% | +13.4% |
| 1Y | +37.2% | +14.1% | +23.1% | +34.0% |
| 3Y | +57.7% | +1.4% | +56.3% | +54.2% |
| All | +57.7% | -0.9% | +58.6% | +54.2% |
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 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