-14.7%
AMRZ vs MTCH
+41.1%
-55.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -1.9% | +0.7% | -2.6% | -2.1% |
| 30D | -16.9% | +9.7% | -26.7% | -18.8% |
| 3M | -19.2% | +21.1% | -40.3% | -23.6% |
| 6M | -29.3% | +37.5% | -66.8% | -36.1% |
| YTD | -18.0% | +31.9% | -49.9% | -25.3% |
| 1Y | -15.1% | +14.6% | -29.6% | -19.5% |
| All | -14.7% | +41.1% | -55.7% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling