-27.4%
AVTR vs MTCH
-0.9%
-26.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.9% |
| 7D | -1.1% | +1.3% | -2.3% | -1.5% |
| 30D | +6.3% | +15.9% | -9.6% | +1.7% |
| 3M | +53.3% | +23.3% | +30.0% | +43.6% |
| 6M | +78.6% | +40.1% | +38.5% | +61.3% |
| YTD | +29.2% | +33.6% | -4.4% | +18.2% |
| 1Y | +13.8% | +14.1% | -0.2% | +8.0% |
| 3Y | -27.4% | +1.4% | -28.9% | -31.9% |
| All | -27.4% | -0.9% | -26.5% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling