+2,951.3%
APD vs MTCH
+14,607.1%
-11,655.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -0.8% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | +2.1% | +9.7% | -7.6% | +0.9% |
| 3M | +7.2% | +21.1% | -13.9% | +4.5% |
| 6M | +11.2% | +37.5% | -26.2% | +6.6% |
| YTD | +24.4% | +31.9% | -7.5% | +19.6% |
| 1Y | +6.7% | +14.6% | -7.9% | +4.2% |
| 3Y | +9.2% | -6.2% | +15.4% | +7.7% |
| 5Y | +27.4% | -70.6% | +97.9% | +40.0% |
| 10Y | +164.8% | +185.6% | -20.8% | +114.4% |
| All | +2,951.3% | +14,607.1% | -11,655.9% | +2,231.0% |
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