-18.3%
AMRZ vs MTCH
+38.7%
-57.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.9% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | -9.8% | +10.4% | -20.3% | -12.0% |
| 3M | -17.2% | +21.0% | -38.2% | -21.8% |
| 6M | -26.9% | +36.6% | -63.6% | -33.9% |
| YTD | -21.5% | +29.7% | -51.2% | -28.2% |
| 1Y | -22.9% | +8.6% | -31.5% | -25.6% |
| All | -18.3% | +38.7% | -57.0% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling