-18.4%
APTV vs MTCH
+208.0%
-226.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -5.0% | +1.3% | -6.3% | -5.4% |
| 30D | -6.1% | +15.9% | -21.9% | -10.1% |
| 3M | -33.0% | +23.3% | -56.3% | -37.3% |
| 6M | -35.2% | +40.1% | -75.4% | -41.8% |
| YTD | -40.1% | +33.6% | -73.7% | -45.6% |
| 1Y | -45.6% | +14.1% | -59.7% | -48.3% |
| 3Y | -54.4% | +1.4% | -55.8% | -56.5% |
| 5Y | -68.9% | -73.1% | +4.2% | -60.6% |
| All | -18.4% | +208.0% | -226.4% | -28.0% |
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