-16.3%
AWK vs MTCH
-73.3%
+57.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -2.1% | +1.3% | -3.4% | -2.3% |
| 30D | +2.1% | +15.9% | -13.8% | +0.7% |
| 3M | +11.4% | +23.3% | -11.9% | +9.2% |
| 6M | +3.9% | +40.1% | -36.2% | +0.5% |
| YTD | +7.7% | +33.6% | -25.9% | +4.5% |
| 1Y | +1.3% | +14.1% | -12.8% | -0.3% |
| 3Y | +7.2% | +1.4% | +5.7% | +5.2% |
| All | -16.3% | -73.3% | +57.0% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling