+414.5%
ZS vs ARMK
+112.2%
+302.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -4.3% |
| 7D | -7.8% | -2.4% | -5.4% | -7.4% |
| 30D | +5.0% | 0.0% | +5.0% | +4.9% |
| 3M | +25.5% | +6.7% | +18.9% | +23.8% |
| 6M | +8.7% | +38.8% | -30.1% | +1.2% |
| YTD | -24.5% | +55.2% | -79.7% | -31.4% |
| 1Y | -36.7% | +46.6% | -83.3% | -41.8% |
| 3Y | +7.2% | +112.9% | -105.7% | -8.2% |
| 5Y | -40.9% | +144.0% | -184.9% | -50.1% |
| All | +414.5% | +112.2% | +302.4% | +462.0% |
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 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