+59.9%
ARMK vs ZYBT
-58.4%
+118.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.2% |
| 7D | +0.3% | -3.7% | +4.0% | +0.3% |
| 30D | +2.4% | -12.8% | +15.1% | +2.4% |
| 3M | +6.1% | +76.2% | -70.2% | +6.5% |
| 6M | +41.8% | +109.3% | -67.6% | +41.7% |
| YTD | +55.5% | +36.5% | +19.0% | +56.1% |
| 1Y | +49.6% | -84.0% | +133.6% | +53.6% |
| All | +59.9% | -58.4% | +118.2% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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