+37.5%
ZM vs ABCL
+109.3%
-71.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.4% |
| 7D | +2.9% | +0.7% | +2.2% | +2.9% |
| 30D | +0.7% | +93.1% | -92.4% | -5.9% |
| 3M | -3.7% | +79.4% | -83.1% | -10.0% |
| 6M | +29.9% | +214.9% | -185.0% | +13.8% |
| YTD | +17.4% | +234.2% | -216.8% | +1.3% |
| 1Y | +22.4% | +174.8% | -152.4% | +6.8% |
| All | +37.5% | +109.3% | -71.8% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling