+483.2%
ZS vs ARMK
+101.5%
+381.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -2.6% | +2.7% | -5.3% | -3.1% |
| 30D | -12.8% | -1.5% | -11.3% | -12.7% |
| 3M | +2.3% | -11.6% | +13.8% | +4.4% |
| 6M | +26.3% | +6.7% | +19.5% | +24.0% |
| YTD | -14.4% | +47.4% | -61.8% | -21.6% |
| 1Y | -37.6% | +41.5% | -79.1% | -42.4% |
| 3Y | +8.0% | +95.5% | -87.5% | -6.2% |
| 5Y | -44.9% | +108.4% | -153.2% | -52.9% |
| All | +483.2% | +101.5% | +381.7% | +541.9% |
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