+249.0%
ZETA vs ARMK
+107.1%
+142.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.5% | +0.8% | +2.3% |
| 7D | -0.4% | -2.6% | +2.2% | +1.3% |
| 30D | -8.0% | -5.2% | -2.8% | -5.0% |
| 3M | +21.4% | -6.5% | +27.9% | +26.0% |
| 6M | +80.1% | +15.3% | +64.8% | +61.4% |
| YTD | +52.5% | +43.6% | +8.9% | +16.8% |
| 1Y | +58.5% | +42.1% | +16.4% | +22.3% |
| 3Y | +281.7% | +94.0% | +187.7% | +125.8% |
| 5Y | +237.3% | +96.3% | +141.0% | +83.3% |
| All | +249.0% | +107.1% | +142.0% | +81.2% |
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