+40.3%
ARMK vs ZCMD
-99.9%
+140.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -4.2% |
| 7D | -5.8% | -13.3% | +7.5% | -5.8% |
| 30D | -5.3% | -49.6% | +44.4% | -5.1% |
| 3M | -6.7% | -54.6% | +47.9% | -6.5% |
| 6M | +17.4% | -99.8% | +117.1% | +27.8% |
| YTD | +43.0% | -99.9% | +142.9% | +56.4% |
| 1Y | +40.3% | -99.9% | +140.2% | +62.1% |
| All | +40.3% | -99.9% | +140.2% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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