+42.4%
AA vs FIVN
+243.6%
-201.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.2% |
| 7D | +0.5% | -2.8% | +3.4% | +1.0% |
| 30D | -0.6% | -17.4% | +16.8% | +2.0% |
| 3M | -19.7% | -19.2% | -0.5% | -17.7% |
| 6M | -41.6% | +29.4% | -70.9% | -45.5% |
| YTD | -24.6% | +36.3% | -60.9% | -31.8% |
| 1Y | +4.9% | +33.5% | -28.6% | -4.9% |
| 3Y | +66.8% | -56.8% | +123.7% | +78.5% |
| 5Y | -19.4% | -83.0% | +63.6% | -6.5% |
| 10Y | +43.1% | +87.3% | -44.1% | +14.5% |
| All | +42.4% | +243.6% | -201.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 all: compounded portfolio wealth divided by compounded FIVN 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…
all analysis · Full analysis span regression · 6 months rolling