+302.2%
ARMK vs MTCH
+172.4%
+129.8%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.6% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | 0.0% | +9.7% | -9.7% | -1.7% |
| 3M | +6.7% | +21.1% | -14.4% | +2.7% |
| 6M | +38.8% | +37.5% | +1.3% | +30.4% |
| YTD | +55.2% | +31.9% | +23.3% | +46.7% |
| 1Y | +46.6% | +14.6% | +32.1% | +41.9% |
| 3Y | +112.9% | -6.2% | +119.1% | +108.7% |
| 5Y | +144.0% | -70.6% | +214.5% | +181.3% |
| 10Y | +132.4% | +185.6% | -53.2% | +96.6% |
| All | +302.2% | +172.4% | +129.8% | +253.4% |
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