+56.2%
ZTS vs ARMK
+136.6%
-80.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.3% |
| 7D | -4.8% | +1.7% | -6.5% | -5.1% |
| 30D | +1.2% | +3.1% | -1.9% | +0.4% |
| 3M | -6.0% | +9.2% | -15.3% | -8.0% |
| 6M | -38.7% | +43.7% | -82.4% | -43.7% |
| YTD | -40.6% | +57.4% | -98.0% | -46.5% |
| 1Y | -50.6% | +51.9% | -102.5% | -55.2% |
| 3Y | -58.7% | +125.4% | -184.1% | -66.0% |
| 5Y | -62.8% | +149.1% | -211.9% | -70.2% |
| 10Y | +56.2% | +135.4% | -79.3% | +31.6% |
| All | +56.2% | +136.6% | -80.4% | +31.6% |
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