+24.7%
Z vs ARMK
+181.9%
-157.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.8% |
| 7D | -3.0% | -2.4% | -0.6% | -2.1% |
| 30D | -4.2% | 0.0% | -4.2% | -4.4% |
| 3M | -3.7% | +6.7% | -10.4% | -6.5% |
| 6M | -24.5% | +38.8% | -63.3% | -34.4% |
| YTD | -49.3% | +55.2% | -104.5% | -58.1% |
| 1Y | -58.7% | +46.6% | -105.3% | -65.1% |
| 3Y | -34.1% | +112.9% | -147.0% | -52.9% |
| 5Y | -64.5% | +144.0% | -208.5% | -76.0% |
| 10Y | -0.5% | +132.4% | -132.9% | -38.1% |
| All | +24.7% | +181.9% | -157.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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