+159.2%
ARMK vs MTCH
-73.3%
+232.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.9% |
| 7D | +3.1% | +1.3% | +1.9% | +2.8% |
| 30D | -2.8% | +15.9% | -18.7% | -5.8% |
| 3M | +7.6% | +23.3% | -15.7% | +2.4% |
| 6M | +47.9% | +40.1% | +7.8% | +36.7% |
| YTD | +60.0% | +33.6% | +26.4% | +49.1% |
| 1Y | +52.2% | +14.1% | +38.2% | +46.5% |
| 3Y | +131.4% | +1.4% | +130.0% | +122.6% |
| All | +159.2% | -73.3% | +232.4% | +241.3% |
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