+114.5%
ARMK vs ZCMD
-100.0%
+214.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.0% | -5.2% | -1.2% |
| 7D | +0.3% | -4.1% | +4.5% | +0.4% |
| 30D | +2.4% | -22.7% | +25.1% | +2.5% |
| 3M | +6.1% | -62.5% | +68.5% | +5.4% |
| 6M | +41.8% | -99.5% | +141.2% | +47.7% |
| YTD | +55.5% | -99.7% | +155.3% | +63.8% |
| 1Y | +49.6% | -99.9% | +149.5% | +59.3% |
| 3Y | +122.8% | -100.0% | +222.8% | +146.1% |
| 5Y | +151.0% | -100.0% | +251.0% | +177.4% |
| All | +114.5% | -100.0% | +214.5% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling