+9.6%
ZM vs ABCL
+138.2%
-128.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -8.4% | -10.0% | +1.6% | -7.9% |
| 30D | -1.9% | -10.9% | +9.0% | -1.5% |
| 3M | -10.1% | +101.6% | -111.7% | -12.8% |
| 6M | -13.9% | +167.5% | -181.4% | -17.5% |
| YTD | +6.4% | +259.1% | -252.6% | +0.7% |
| 1Y | +9.6% | +152.2% | -142.6% | +10.3% |
| All | +9.6% | +138.2% | -128.7% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling