-20.3%
AMRZ vs MTCH
+41.5%
-61.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -4.0% | +6.7% | -10.7% | -5.6% |
| 30D | +12.4% | -1.4% | +13.8% | +12.4% |
| 3M | -11.5% | +14.8% | -26.3% | -14.8% |
| 6M | -21.6% | +19.4% | -41.0% | -25.9% |
| YTD | -23.4% | +32.3% | -55.7% | -30.5% |
| 1Y | -17.2% | +29.5% | -46.7% | -24.5% |
| All | -20.3% | +41.5% | -61.8% | -28.2% |
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 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