+25.3%
APD vs MTCH
-72.5%
+97.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -4.6% | -2.4% | -2.2% | -4.3% |
| 30D | -4.2% | +12.8% | -17.0% | -5.9% |
| 3M | +5.0% | +20.0% | -15.0% | +1.8% |
| 6M | +8.9% | +34.7% | -25.8% | +3.5% |
| YTD | +21.9% | +30.6% | -8.7% | +16.1% |
| 1Y | +5.6% | +10.9% | -5.4% | +3.1% |
| 3Y | +6.9% | -2.0% | +8.9% | +4.5% |
| 5Y | +25.3% | -72.6% | +98.0% | +42.1% |
| All | +25.3% | -72.5% | +97.9% | +42.1% |
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 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