-61.2%
ZTS vs ARMK
+96.3%
-157.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.8% | -4.6% |
| 7D | -0.4% | -2.6% | +2.2% | +0.3% |
| 30D | +11.7% | -5.2% | +16.9% | +13.1% |
| 3M | +3.5% | -6.5% | +10.0% | +5.0% |
| 6M | -27.6% | +15.3% | -42.9% | -31.8% |
| YTD | -35.5% | +43.6% | -79.1% | -43.5% |
| 1Y | -32.1% | +42.1% | -74.1% | -40.4% |
| 3Y | -49.1% | +94.0% | -143.1% | -61.0% |
| All | -61.2% | +96.3% | -157.5% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling