+61.0%
ZM vs ARMK
+160.5%
-99.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +11.0% | +2.7% | +8.4% | +10.9% |
| 30D | +5.6% | -1.5% | +7.1% | +5.7% |
| 3M | -9.1% | -11.6% | +2.4% | -8.8% |
| 6M | -2.6% | +6.7% | -9.3% | -2.8% |
| YTD | +15.7% | +47.4% | -31.8% | +14.0% |
| 1Y | +18.8% | +41.5% | -22.7% | +17.2% |
| 3Y | +62.2% | +95.5% | -33.4% | +59.2% |
| 5Y | -60.9% | +108.4% | -169.2% | -62.1% |
| All | +61.0% | +160.5% | -99.6% | +56.5% |
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