+403.3%
ZS vs ARMK
+112.6%
+290.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.7% | +2.8% |
| 7D | -3.8% | +0.3% | -4.2% | -3.9% |
| 30D | -6.0% | +2.4% | -8.3% | -6.5% |
| 3M | +32.0% | +6.1% | +25.9% | +30.3% |
| 6M | +2.1% | +41.8% | -39.6% | -5.3% |
| YTD | -26.2% | +55.5% | -81.7% | -32.9% |
| 1Y | -41.2% | +49.6% | -90.7% | -46.1% |
| 3Y | +3.3% | +122.8% | -119.5% | -12.2% |
| 5Y | -40.7% | +151.0% | -191.7% | -50.0% |
| All | +403.3% | +112.6% | +290.7% | +449.4% |
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