-75.7%
ZM vs ABCL
-81.2%
+5.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.1% | -4.9% | -4.8% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | -7.7% | +65.1% | -72.8% | -16.6% |
| 3M | -4.7% | +111.1% | -115.7% | -18.8% |
| 6M | +24.4% | +231.6% | -207.2% | -4.0% |
| YTD | +11.8% | +234.5% | -222.7% | -15.5% |
| 1Y | +13.4% | +174.3% | -161.0% | -12.4% |
| 3Y | +33.8% | +111.5% | -77.6% | +1.6% |
| 5Y | -67.2% | -37.3% | -29.9% | -69.2% |
| All | -75.7% | -81.2% | +5.5% | -72.9% |
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