-44.3%
ZS vs ABCL
-26.2%
-18.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -2.6% | -3.3% | +0.7% | -1.9% |
| 30D | -12.8% | -7.1% | -5.7% | -11.6% |
| 3M | +2.3% | +4.7% | -2.5% | -0.3% |
| 6M | +26.3% | +140.9% | -114.6% | -2.2% |
| YTD | -14.4% | +236.0% | -250.4% | -40.6% |
| 1Y | -37.6% | +217.4% | -255.0% | -56.2% |
| 3Y | +8.0% | +188.7% | -180.7% | -31.7% |
| All | -44.3% | -26.2% | -18.1% | -35.5% |
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