+966.9%
AWK vs MTCH
+803.0%
+163.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +0.6% | -2.4% | +3.0% | +0.9% |
| 30D | +4.3% | +12.8% | -8.5% | +2.8% |
| 3M | +12.5% | +20.0% | -7.4% | +9.9% |
| 6M | +3.3% | +34.7% | -31.4% | -0.7% |
| YTD | +9.8% | +30.6% | -20.8% | +5.7% |
| 1Y | +2.9% | +10.9% | -8.0% | +1.0% |
| 3Y | +9.6% | -2.0% | +11.7% | +7.4% |
| 5Y | -16.7% | -72.6% | +56.0% | -7.1% |
| 10Y | +136.1% | +197.9% | -61.8% | +76.0% |
| All | +966.9% | +803.0% | +163.9% | +421.5% |
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