+69.0%
AMP vs MTCH
-0.9%
+69.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.5% |
| 7D | -0.5% | +1.3% | -1.8% | -0.8% |
| 30D | -1.3% | +15.9% | -17.2% | -4.3% |
| 3M | +24.2% | +23.3% | +0.9% | +18.4% |
| 6M | +24.6% | +40.1% | -15.6% | +15.4% |
| YTD | +14.8% | +33.6% | -18.8% | +7.3% |
| 1Y | +12.8% | +14.1% | -1.3% | +8.4% |
| 3Y | +69.0% | +1.4% | +67.5% | +61.7% |
| All | +69.0% | -0.9% | +69.9% | +61.7% |
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