+503.2%
ZS vs ARMK
+104.5%
+398.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.2% | -3.5% | -0.1% |
| 7D | -11.1% | +0.9% | -12.0% | -11.2% |
| 30D | -14.8% | -0.4% | -14.5% | -14.9% |
| 3M | +18.0% | -2.0% | +20.0% | +18.1% |
| 6M | +30.8% | +22.0% | +8.9% | +25.0% |
| YTD | -11.5% | +49.6% | -61.1% | -19.2% |
| 1Y | -37.8% | +46.4% | -84.2% | -42.9% |
| 3Y | +16.6% | +103.2% | -86.6% | +0.5% |
| 5Y | -43.6% | +108.1% | -151.7% | -51.9% |
| All | +503.2% | +104.5% | +398.6% | +561.9% |
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 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