+9.3%
ZM vs ARMK
+44.7%
-35.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | -1.0% | -0.7% | -0.3% | -1.2% |
| 30D | -7.0% | -1.3% | -5.7% | -7.1% |
| 3M | -15.2% | -2.5% | -12.7% | -15.3% |
| 6M | -16.8% | +20.8% | -37.6% | -15.5% |
| YTD | +5.4% | +48.2% | -42.8% | +0.3% |
| 1Y | +9.3% | +45.7% | -36.4% | +4.8% |
| All | +9.3% | +44.7% | -35.4% | +4.8% |
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