+375.7%
ZBRA vs ARMK
+131.1%
+244.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -1.2% | +7.1% | -8.3% | -3.7% |
| 30D | -17.8% | -1.6% | -16.1% | -17.5% |
| 3M | -16.0% | -10.5% | -5.5% | -12.8% |
| 6M | +31.4% | +11.8% | +19.7% | +25.5% |
| YTD | +30.9% | +47.3% | -16.4% | +12.7% |
| 1Y | +24.3% | +41.5% | -17.2% | +8.6% |
| 3Y | +54.2% | +95.3% | -41.2% | +19.9% |
| 5Y | -46.3% | +108.1% | -154.4% | -59.2% |
| All | +375.7% | +131.1% | +244.6% | +300.0% |
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