-18.5%
AMRZ vs MTCH
+32.2%
-50.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +1.2% | -5.7% | +6.9% | +2.7% |
| 30D | +15.1% | -4.5% | +19.5% | +16.2% |
| 3M | -18.1% | +7.1% | -25.2% | -19.7% |
| 6M | -23.5% | +3.8% | -27.2% | -24.8% |
| YTD | -21.6% | +23.6% | -45.2% | -27.7% |
| 1Y | -14.7% | +22.2% | -37.0% | -21.2% |
| All | -18.5% | +32.2% | -50.7% | -25.3% |
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