+569.3%
AMP vs MTCH
+208.0%
+361.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.4% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | -1.3% | +15.9% | -17.2% | -4.8% |
| 3M | +24.2% | +23.3% | +0.9% | +17.6% |
| 6M | +24.6% | +40.1% | -15.6% | +14.1% |
| YTD | +14.8% | +33.6% | -18.8% | +6.2% |
| 1Y | +12.8% | +14.1% | -1.3% | +8.2% |
| 3Y | +69.0% | +1.4% | +67.5% | +61.7% |
| 5Y | +124.9% | -73.1% | +198.0% | +181.9% |
| All | +569.3% | +208.0% | +361.3% | +402.1% |
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 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