-40.0%
ZS vs ABCL
-41.3%
+1.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.2% | -3.3% | -4.2% |
| 7D | -7.8% | +0.7% | -8.5% | -7.9% |
| 30D | +5.0% | +93.1% | -88.0% | -11.3% |
| 3M | +25.5% | +79.4% | -53.9% | +6.6% |
| 6M | +8.7% | +214.9% | -206.2% | -20.6% |
| YTD | -24.5% | +234.2% | -258.7% | -46.5% |
| 1Y | -36.7% | +174.8% | -211.5% | -53.8% |
| 3Y | +7.2% | +104.5% | -97.3% | -21.5% |
| All | -40.0% | -41.3% | +1.3% | -42.1% |
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