+264.7%
ZETA vs ARMK
+115.7%
+148.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.3% | +1.7% |
| 7D | +6.2% | +0.9% | +5.3% | +5.6% |
| 30D | -2.0% | -0.4% | -1.7% | -2.0% |
| 3M | +21.7% | -2.0% | +23.7% | +22.5% |
| 6M | +89.1% | +22.0% | +67.2% | +63.2% |
| YTD | +59.3% | +49.6% | +9.7% | +18.8% |
| 1Y | +66.2% | +46.4% | +19.8% | +25.8% |
| 3Y | +297.3% | +103.2% | +194.1% | +127.8% |
| 5Y | +227.5% | +108.1% | +119.3% | +71.4% |
| All | +264.7% | +115.7% | +148.9% | +84.3% |
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