+1.3%
AWK vs MTCH
+14.2%
-12.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.5% |
| 7D | -2.1% | +1.3% | -3.4% | -2.1% |
| 30D | +2.1% | +15.9% | -13.8% | +2.7% |
| 3M | +11.4% | +23.3% | -11.9% | +12.8% |
| 6M | +3.9% | +40.1% | -36.2% | +5.9% |
| YTD | +7.7% | +33.6% | -25.9% | +9.8% |
| 1Y | +1.3% | +14.1% | -12.8% | +1.8% |
| All | +1.3% | +14.2% | -12.9% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling