+51.2%
ZM vs ARMK
+101.3%
-50.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.2% | +1.3% |
| 7D | -0.3% | +0.9% | -1.2% | -0.5% |
| 30D | -6.2% | -0.4% | -5.8% | -6.2% |
| 3M | -12.2% | -2.0% | -10.3% | -12.2% |
| 6M | -16.0% | +22.0% | -38.0% | -19.7% |
| YTD | +6.3% | +49.6% | -43.3% | -4.2% |
| 1Y | +12.3% | +46.4% | -34.1% | +1.7% |
| 3Y | +51.2% | +103.2% | -52.0% | +28.1% |
| All | +51.2% | +101.3% | -50.1% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling