-59.1%
AAL vs FIVN
+253.1%
-312.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.3% |
| 7D | +3.4% | -22.8% | +26.2% | +7.8% |
| 30D | +11.7% | -21.3% | +33.0% | +15.9% |
| 3M | -7.8% | -14.0% | +6.2% | -6.3% |
| 6M | +10.2% | +31.1% | -20.9% | +2.7% |
| YTD | -8.0% | +40.0% | -48.0% | -16.7% |
| 1Y | +8.5% | +38.1% | -29.5% | -1.4% |
| 3Y | +19.5% | -55.7% | +75.2% | +26.5% |
| 5Y | -33.9% | -82.5% | +48.6% | -24.5% |
| 10Y | -66.0% | +92.4% | -158.4% | -73.8% |
| All | -59.1% | +253.1% | -312.2% | -72.4% |
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