+9.6%
ZM vs ARMK
+41.1%
-31.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | 0.0% |
| 7D | -8.4% | -5.8% | -2.6% | -8.4% |
| 30D | -1.9% | -5.3% | +3.3% | -2.0% |
| 3M | -10.1% | -6.7% | -3.3% | -10.2% |
| 6M | -13.9% | +17.4% | -31.2% | -12.5% |
| YTD | +6.4% | +43.0% | -36.6% | +1.6% |
| 1Y | +9.6% | +40.3% | -30.8% | +5.2% |
| All | +9.6% | +41.1% | -31.6% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling