+63.4%
ZM vs ARMK
+174.2%
-110.8%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.1% | +3.3% |
| 7D | +2.9% | -2.4% | +5.4% | +3.0% |
| 30D | +0.7% | 0.0% | +0.7% | +0.7% |
| 3M | -3.7% | +6.7% | -10.3% | -3.9% |
| 6M | +29.9% | +38.8% | -8.9% | +28.4% |
| YTD | +17.4% | +55.2% | -37.8% | +15.5% |
| 1Y | +22.4% | +46.6% | -24.2% | +20.7% |
| 3Y | +41.3% | +112.9% | -71.6% | +38.5% |
| 5Y | -66.0% | +144.0% | -210.0% | -66.6% |
| All | +63.4% | +174.2% | -110.8% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling