+167.3%
APD vs MTCH
+208.0%
-40.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.1% | -0.9% |
| 7D | -3.3% | +1.3% | -4.5% | -3.4% |
| 30D | -4.2% | +15.9% | -20.0% | -6.2% |
| 3M | +5.4% | +23.3% | -17.8% | +2.0% |
| 6M | +6.3% | +40.1% | -33.9% | +0.6% |
| YTD | +20.3% | +33.6% | -13.3% | +14.5% |
| 1Y | +1.6% | +14.1% | -12.5% | -1.1% |
| 3Y | +4.0% | +1.4% | +2.6% | +1.1% |
| 5Y | +23.3% | -73.1% | +96.5% | +40.3% |
| All | +167.3% | +208.0% | -40.8% | +117.0% |
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 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