-36.7%
ZS vs ABCL
+186.8%
-223.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.3% |
| 7D | -7.8% | +0.7% | -8.5% | -7.9% |
| 30D | +5.0% | +93.1% | -88.0% | -6.6% |
| 3M | +25.5% | +79.4% | -53.9% | +12.4% |
| 6M | +8.7% | +214.9% | -206.2% | -11.7% |
| YTD | -24.5% | +234.2% | -258.7% | -40.4% |
| 1Y | -36.7% | +174.8% | -211.5% | -47.1% |
| All | -36.7% | +186.8% | -223.5% | -47.1% |
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 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