-31.6%
ZS vs ABCL
+138.2%
-169.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -12.3% | -10.0% | -2.3% | -10.8% |
| 30D | +11.2% | -10.9% | +22.1% | +12.9% |
| 3M | +37.5% | +101.6% | -64.1% | +20.8% |
| 6M | +57.8% | +167.5% | -109.7% | +32.6% |
| YTD | -0.2% | +259.1% | -259.3% | -22.9% |
| 1Y | -31.6% | +152.2% | -183.8% | -45.5% |
| All | -31.6% | +138.2% | -169.9% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling