-17.4%
ZBH vs ARMK
+146.1%
-163.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.0% | +0.1% |
| 7D | -4.7% | +3.1% | -7.8% | -5.7% |
| 30D | -4.5% | -2.8% | -1.7% | -3.6% |
| 3M | +7.6% | +7.6% | 0.0% | +4.7% |
| 6M | +0.3% | +47.9% | -47.6% | -12.7% |
| YTD | +4.5% | +60.0% | -55.5% | -11.6% |
| 1Y | -9.4% | +52.2% | -61.6% | -22.2% |
| 3Y | -21.5% | +131.4% | -152.9% | -43.4% |
| 5Y | -28.4% | +163.2% | -191.6% | -51.9% |
| All | -17.4% | +146.1% | -163.4% | -46.7% |
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