-65.4%
ZM vs ABCL
-21.8%
-43.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.7% | -5.5% | 0.0% |
| 7D | -5.9% | -3.2% | -2.7% | -5.5% |
| 30D | -5.2% | -7.4% | +2.2% | -4.2% |
| 3M | -11.3% | +81.9% | -93.2% | -21.9% |
| 6M | -14.5% | +135.7% | -150.2% | -30.0% |
| YTD | +4.2% | +247.4% | -243.2% | -22.9% |
| 1Y | +9.3% | +162.3% | -152.9% | -14.4% |
| 3Y | +45.4% | +165.5% | -120.1% | +2.9% |
| All | -65.4% | -21.8% | -43.6% | -66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling