-66.2%
ZM vs ABCL
-41.3%
-25.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.2% | +4.5% | +3.5% |
| 7D | +2.9% | +0.7% | +2.2% | +2.8% |
| 30D | +0.7% | +93.1% | -92.4% | -11.9% |
| 3M | -3.7% | +79.4% | -83.1% | -15.7% |
| 6M | +29.9% | +214.9% | -185.0% | +0.4% |
| YTD | +17.4% | +234.2% | -216.8% | -12.0% |
| 1Y | +22.4% | +174.8% | -152.4% | -6.3% |
| 3Y | +41.3% | +104.5% | -63.2% | +8.3% |
| All | -66.2% | -41.3% | -25.0% | -66.5% |
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