+24.7%
ZBH vs ARMK
+350.8%
-326.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -2.8% | -2.4% | -0.4% | -2.0% |
| 30D | -0.1% | 0.0% | -0.1% | -0.3% |
| 3M | +13.4% | +6.7% | +6.8% | +10.8% |
| 6M | +3.0% | +38.8% | -35.8% | -8.3% |
| YTD | +9.7% | +55.2% | -45.5% | -6.0% |
| 1Y | -5.4% | +46.6% | -52.0% | -17.5% |
| 3Y | -15.6% | +112.9% | -128.5% | -37.0% |
| 5Y | -28.1% | +144.0% | -172.1% | -50.0% |
| 10Y | -15.2% | +132.4% | -147.7% | -45.7% |
| All | +24.7% | +350.8% | -326.1% | -28.4% |
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