+125.4%
ARMK vs ZCMD
-100.0%
+225.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | +3.1% | -21.6% | +24.7% | +3.2% |
| 3M | +9.2% | -67.4% | +76.6% | +9.1% |
| 6M | +43.7% | -99.4% | +143.1% | +47.1% |
| YTD | +57.4% | -99.7% | +157.1% | +61.9% |
| 1Y | +51.9% | -99.9% | +151.7% | +56.7% |
| 3Y | +125.4% | -100.0% | +225.4% | +133.6% |
| All | +125.4% | -100.0% | +225.4% | +133.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling