-29.4%
AMT vs MTCH
-73.3%
+43.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.5% | +2.6% |
| 7D | +1.1% | +1.3% | -0.1% | +1.0% |
| 30D | +4.4% | +15.9% | -11.5% | +2.1% |
| 3M | -5.2% | +23.3% | -28.4% | -8.1% |
| 6M | -0.8% | +40.1% | -41.0% | -5.7% |
| YTD | +3.3% | +33.6% | -30.3% | -1.4% |
| 1Y | -6.0% | +14.1% | -20.1% | -8.3% |
| 3Y | +9.6% | +1.4% | +8.2% | +6.7% |
| All | -29.4% | -73.3% | +43.8% | -23.7% |
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