-11.6%
ABT vs ZM
-67.8%
+56.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | -5.0% | -2.7% | -2.3% | -4.7% |
| 30D | -5.8% | -10.0% | +4.2% | -4.7% |
| 3M | +16.7% | +1.6% | +15.1% | +16.2% |
| 6M | -5.2% | +25.0% | -30.2% | -8.6% |
| YTD | -16.0% | +10.6% | -26.6% | -18.0% |
| 1Y | -18.3% | +14.0% | -32.2% | -20.8% |
| 3Y | +9.2% | +32.5% | -23.2% | +1.9% |
| 5Y | -11.6% | -68.3% | +56.8% | -4.4% |
| All | -11.6% | -67.8% | +56.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling