-3.7%
APA vs MTCH
+208.0%
-211.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.1% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | +11.9% | +15.9% | -4.0% | +8.1% |
| 3M | +22.5% | +23.3% | -0.8% | +16.0% |
| 6M | +37.5% | +40.1% | -2.6% | +25.7% |
| YTD | +87.2% | +33.6% | +53.6% | +72.4% |
| 1Y | +101.4% | +14.1% | +87.4% | +92.3% |
| 3Y | +16.9% | +1.4% | +15.5% | +11.9% |
| 5Y | +178.4% | -73.1% | +251.6% | +243.3% |
| All | -3.7% | +208.0% | -211.7% | -23.1% |
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