-44.0%
ACHR vs FIVN
-82.8%
+38.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +1.8% |
| 7D | -2.3% | -7.8% | +5.6% | +1.3% |
| 30D | -11.3% | -1.7% | -9.6% | -10.6% |
| 3M | +5.3% | +47.2% | -41.9% | -14.1% |
| 6M | -13.2% | +82.7% | -95.9% | -39.1% |
| YTD | -25.8% | +52.9% | -78.7% | -44.4% |
| 1Y | -34.3% | +17.5% | -51.7% | -43.6% |
| 3Y | -19.9% | -55.8% | +35.9% | +6.3% |
| 5Y | -42.7% | -82.3% | +39.7% | -8.5% |
| All | -44.0% | -82.8% | +38.7% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling