+419.8%
AVAV vs MTCH
+372.6%
+47.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.2% |
| 7D | +9.9% | +3.5% | +6.3% | +9.1% |
| 30D | -5.4% | +0.3% | -5.7% | -5.7% |
| 3M | -36.5% | +13.7% | -50.2% | -38.6% |
| 6M | -25.3% | +17.6% | -42.8% | -28.5% |
| YTD | -48.6% | +31.8% | -80.4% | -52.2% |
| 1Y | -62.1% | +29.2% | -91.3% | -64.6% |
| 3Y | +2.3% | +46.7% | -44.4% | -10.4% |
| 5Y | +35.4% | -70.9% | +106.3% | +64.2% |
| 10Y | +345.1% | +155.1% | +190.0% | +173.9% |
| All | +419.8% | +372.6% | +47.3% | +138.0% |
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