-20.2%
AMRZ vs MTCH
+39.6%
-59.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | -4.7% | -2.4% | -2.3% | -4.1% |
| 30D | -11.3% | +12.8% | -24.1% | -13.9% |
| 3M | -22.1% | +20.0% | -42.0% | -26.2% |
| 6M | -29.6% | +34.7% | -64.3% | -36.0% |
| YTD | -23.3% | +30.6% | -53.9% | -30.0% |
| 1Y | -23.7% | +10.9% | -34.7% | -26.9% |
| All | -20.2% | +39.6% | -59.8% | -27.7% |
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 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