+142.4%
AMT vs MTCH
+142.9%
-0.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | +1.5% | +6.7% | -5.2% | +0.5% |
| 30D | +6.8% | -1.8% | +8.6% | +6.9% |
| 3M | +11.2% | +12.2% | -1.0% | +9.1% |
| 6M | +12.5% | +16.6% | -4.1% | +9.5% |
| YTD | +12.5% | +31.8% | -19.3% | +7.2% |
| 1Y | +10.1% | +30.8% | -20.7% | +5.0% |
| 3Y | +16.0% | +49.6% | -33.6% | +5.8% |
| 5Y | -17.2% | -70.3% | +53.2% | -6.7% |
| All | +142.4% | +142.9% | -0.4% | +100.6% |
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