+100.6%
AMT vs MTCH
+203.9%
-103.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -2.7% | -1.4% | -1.2% | -2.5% |
| 30D | +2.0% | +13.6% | -11.6% | +0.1% |
| 3M | -9.3% | +22.4% | -31.7% | -12.1% |
| 6M | -5.2% | +37.2% | -42.4% | -9.8% |
| YTD | +0.5% | +31.8% | -31.3% | -4.1% |
| 1Y | -7.3% | +12.9% | -20.2% | -9.5% |
| 3Y | +6.2% | -1.1% | +7.4% | +3.5% |
| 5Y | -31.2% | -73.5% | +42.3% | -21.1% |
| All | +100.6% | +203.9% | -103.3% | +55.3% |
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 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