+77.0%
ZTS vs ARMK
+131.1%
-54.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.2% | -0.5% | +2.8% |
| 7D | -1.0% | +0.9% | -2.0% | -1.3% |
| 30D | +10.8% | -0.4% | +11.1% | +10.6% |
| 3M | +14.1% | -2.0% | +16.0% | +14.1% |
| 6M | +0.8% | +22.0% | -21.2% | -4.2% |
| YTD | -33.1% | +49.6% | -82.7% | -39.2% |
| 1Y | -30.0% | +46.4% | -76.3% | -36.1% |
| 3Y | -49.5% | +103.2% | -152.7% | -57.5% |
| 5Y | -60.2% | +108.1% | -168.4% | -67.1% |
| 10Y | +77.0% | +129.4% | -52.4% | +47.2% |
| All | +77.0% | +131.1% | -54.1% | +47.2% |
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