+930.0%
APH vs MTCH
+142.9%
+787.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.7% |
| 7D | +4.9% | +6.7% | -1.8% | +3.6% |
| 30D | -5.4% | -1.8% | -3.6% | -5.4% |
| 3M | -5.5% | +12.2% | -17.7% | -8.0% |
| 6M | +25.9% | +16.6% | +9.3% | +21.1% |
| YTD | +16.4% | +31.8% | -15.5% | +8.8% |
| 1Y | +16.5% | +30.8% | -14.3% | +9.0% |
| 3Y | +270.9% | +49.6% | +221.2% | +229.7% |
| 5Y | +289.5% | -70.3% | +359.8% | +354.9% |
| All | +930.0% | +142.9% | +787.1% | +726.9% |
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