-76.9%
ZM vs ABCL
-79.5%
+2.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.1% |
| 7D | -0.3% | +12.4% | -12.7% | -2.4% |
| 30D | -6.2% | -0.4% | -5.8% | -6.4% |
| 3M | -12.2% | +80.4% | -92.6% | -22.5% |
| 6M | -16.0% | +138.5% | -154.6% | -31.0% |
| YTD | +6.3% | +265.5% | -259.2% | -21.4% |
| 1Y | +12.3% | +219.7% | -207.4% | -14.9% |
| 3Y | +51.2% | +209.4% | -158.2% | +4.6% |
| 5Y | -64.5% | -15.0% | -49.5% | -68.4% |
| All | -76.9% | -79.5% | +2.6% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling