+1,311.4%
AMT vs MTCH
+1,220.3%
+91.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.7% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | +4.6% | +9.7% | -5.1% | +2.2% |
| 3M | -8.4% | +21.1% | -29.5% | -12.9% |
| 6M | -6.0% | +37.5% | -43.5% | -13.7% |
| YTD | +2.1% | +31.9% | -29.8% | -5.6% |
| 1Y | -6.4% | +14.6% | -20.9% | -10.6% |
| 3Y | +8.1% | -6.2% | +14.2% | +4.2% |
| 5Y | -31.9% | -70.6% | +38.7% | -16.7% |
| 10Y | +97.1% | +185.6% | -88.5% | +6.9% |
| All | +1,311.4% | +1,220.3% | +91.0% | +232.0% |
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