+46.6%
ZM vs ARMK
+161.9%
-115.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | -7.0% | -1.3% | -5.7% | -7.0% |
| 3M | -15.2% | -2.5% | -12.7% | -15.2% |
| 6M | -16.8% | +20.8% | -37.6% | -17.3% |
| YTD | +5.4% | +48.2% | -42.8% | +3.8% |
| 1Y | +9.3% | +45.7% | -36.4% | +7.8% |
| 3Y | +46.5% | +96.6% | -50.1% | +43.8% |
| 5Y | -63.8% | +106.6% | -170.4% | -65.0% |
| All | +46.6% | +161.9% | -115.3% | +42.6% |
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