+3,126.8%
APD vs MTCH
+14,599.3%
-11,472.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +3.8% | +6.7% | -2.8% | +3.0% |
| 30D | +8.2% | -1.8% | +10.0% | +8.3% |
| 3M | +4.3% | +12.2% | -7.9% | +2.7% |
| 6M | +4.7% | +16.6% | -11.9% | +2.4% |
| YTD | +31.5% | +31.8% | -0.3% | +26.3% |
| 1Y | +23.5% | +30.8% | -7.3% | +18.7% |
| 3Y | +29.1% | +49.6% | -20.5% | +20.7% |
| 5Y | +15.9% | -70.3% | +86.2% | +27.4% |
| 10Y | +191.9% | +155.1% | +36.9% | +139.4% |
| All | +3,126.8% | +14,599.3% | -11,472.4% | +2,361.7% |
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 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