-67.2%
ZM vs ARMK
+148.1%
-215.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.4% | -6.2% | -5.4% |
| 7D | +1.6% | +1.7% | -0.1% | +0.9% |
| 30D | -7.7% | +3.1% | -10.8% | -9.2% |
| 3M | -4.7% | +9.2% | -13.9% | -8.5% |
| 6M | +24.4% | +43.7% | -19.2% | +5.2% |
| YTD | +11.8% | +57.4% | -45.6% | -10.0% |
| 1Y | +13.4% | +51.9% | -38.5% | -7.4% |
| 3Y | +33.8% | +125.4% | -91.6% | -15.7% |
| 5Y | -67.2% | +149.1% | -216.2% | -81.0% |
| All | -67.2% | +148.1% | -215.3% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling