+186.3%
ZTS vs ARMK
+317.2%
-130.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.5% | -7.8% | -4.3% |
| 7D | -0.4% | -2.6% | +2.2% | +0.1% |
| 30D | +11.7% | -5.2% | +16.9% | +12.8% |
| 3M | +3.5% | -6.5% | +10.0% | +4.6% |
| 6M | -27.6% | +15.3% | -42.9% | -30.5% |
| YTD | -35.5% | +43.6% | -79.1% | -41.1% |
| 1Y | -32.1% | +42.1% | -74.1% | -37.9% |
| 3Y | -49.1% | +94.0% | -143.1% | -57.2% |
| 5Y | -61.0% | +96.3% | -157.3% | -67.7% |
| 10Y | +74.4% | +126.7% | -52.3% | +37.4% |
| All | +186.3% | +317.2% | -130.9% | +101.1% |
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 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