-99.9%
AMIX vs MTCH
+8.6%
-108.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.7% | +11.2% | +11.6% |
| 7D | +1.2% | -6.6% | +7.8% | +3.3% |
| 30D | -45.3% | -4.4% | -41.0% | -44.8% |
| 3M | -83.1% | +6.0% | -89.1% | -83.5% |
| 6M | -76.9% | +7.4% | -84.3% | -76.4% |
| YTD | -85.3% | +24.5% | -109.7% | -85.0% |
| 1Y | -89.8% | +22.3% | -112.1% | -89.6% |
| All | -99.9% | +8.6% | -108.5% | -99.9% |
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 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