+246.3%
ZETA vs ARMK
+126.9%
+119.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.7% |
| 7D | -2.4% | +1.7% | -4.1% | -3.5% |
| 30D | +15.6% | +3.1% | +12.5% | +13.0% |
| 3M | +41.5% | +9.2% | +32.3% | +32.8% |
| 6M | +63.4% | +43.7% | +19.8% | +26.3% |
| YTD | +51.3% | +57.4% | -6.1% | +9.6% |
| 1Y | +65.8% | +51.9% | +13.9% | +23.3% |
| 3Y | +279.2% | +125.4% | +153.8% | +102.0% |
| 5Y | +341.8% | +149.1% | +192.7% | +107.1% |
| All | +246.3% | +126.9% | +119.4% | +70.0% |
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