+100.4%
ACM vs FIVN
+91.3%
+9.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | +3.0% | -22.8% | +25.8% | +6.6% |
| 30D | +19.7% | -21.3% | +41.0% | +23.3% |
| 3M | +5.3% | -14.0% | +19.3% | +6.8% |
| 6M | -10.8% | +31.1% | -41.9% | -15.5% |
| YTD | -25.1% | +40.0% | -65.1% | -30.7% |
| 1Y | -45.8% | +38.1% | -83.9% | -49.8% |
| 3Y | -9.4% | -55.7% | +46.3% | -4.6% |
| 5Y | +4.8% | -82.5% | +87.3% | +19.7% |
| All | +100.4% | +91.3% | +9.0% | +70.3% |
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 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