+77.0%
ZTS vs ARMK
+125.8%
-48.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -0.6% | -0.7% | +0.1% | -0.6% |
| 30D | +11.0% | -1.3% | +12.3% | +11.0% |
| 3M | +10.9% | -2.5% | +13.4% | +11.1% |
| 6M | +0.9% | +20.8% | -19.9% | -3.9% |
| YTD | -33.0% | +48.2% | -81.2% | -39.0% |
| 1Y | -29.6% | +45.7% | -75.3% | -35.7% |
| 3Y | -49.0% | +96.6% | -145.6% | -56.8% |
| 5Y | -59.5% | +106.6% | -166.1% | -66.4% |
| 10Y | +77.0% | +132.6% | -55.5% | +47.6% |
| All | +77.0% | +125.8% | -48.8% | +47.6% |
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