+20.7%
ABT vs ZM
+61.1%
-40.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -1.0% | +1.1% |
| 7D | -1.3% | +11.0% | -12.3% | -1.6% |
| 30D | +6.0% | +5.6% | +0.4% | +5.8% |
| 3M | -1.9% | -9.1% | +7.3% | -1.5% |
| 6M | +31.2% | -2.6% | +33.7% | +31.1% |
| YTD | -11.2% | +15.7% | -26.9% | -12.2% |
| 1Y | -14.0% | +18.8% | -32.7% | -15.1% |
| 3Y | +20.7% | +62.2% | -41.5% | +17.4% |
| All | +20.7% | +61.1% | -40.4% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 3y: compounded portfolio wealth divided by compounded ZM 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…
3y analysis · Full analysis span regression · 6 months rolling