+19.4%
ZBH vs ARMK
+131.1%
-111.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | -2.1% | +7.1% | -9.3% | -4.4% |
| 30D | +13.6% | -1.6% | +15.2% | +13.7% |
| 3M | +7.1% | -10.5% | +17.6% | +10.6% |
| 6M | +26.1% | +11.8% | +14.3% | +20.2% |
| YTD | +17.2% | +47.3% | -30.0% | +1.4% |
| 1Y | +17.4% | +41.5% | -24.1% | +2.9% |
| 3Y | +2.0% | +95.3% | -93.3% | -22.3% |
| 5Y | -15.0% | +108.1% | -123.1% | -38.2% |
| All | +19.4% | +131.1% | -111.7% | -21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling