+108.1%
ARMK vs ZCMD
-100.0%
+208.1%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.2% |
| 7D | +7.1% | -2.9% | +10.0% | +7.1% |
| 30D | -1.6% | -28.5% | +26.8% | -1.5% |
| 3M | -10.5% | -56.5% | +46.0% | -10.3% |
| 6M | +11.8% | -99.7% | +111.4% | +14.5% |
| YTD | +47.3% | -99.9% | +147.1% | +51.6% |
| 1Y | +41.5% | -99.9% | +141.4% | +45.9% |
| 3Y | +95.3% | -100.0% | +195.3% | +102.6% |
| 5Y | +108.1% | -100.0% | +208.1% | +113.3% |
| All | +108.1% | -100.0% | +208.1% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling