+37.1%
ZBH vs ARMK
+327.1%
-290.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.4% | +2.8% | -5.2% | -3.4% |
| 30D | +16.6% | -1.8% | +18.4% | +16.8% |
| 3M | +10.8% | -10.9% | +21.7% | +14.5% |
| 6M | +35.8% | +21.2% | +14.5% | +26.0% |
| YTD | +20.5% | +47.0% | -26.5% | +4.6% |
| 1Y | +22.7% | +42.9% | -20.1% | +7.5% |
| 3Y | +4.9% | +95.0% | -90.1% | -19.6% |
| 5Y | -12.8% | +106.2% | -119.0% | -36.0% |
| 10Y | +22.7% | +131.6% | -108.9% | -21.5% |
| All | +37.1% | +327.1% | -290.0% | -20.4% |
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