+100.0%
ACM vs FIVN
+92.2%
+7.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +5.1% | -17.4% | +22.5% | +7.7% |
| 30D | +18.7% | -20.4% | +39.1% | +22.1% |
| 3M | +15.5% | -9.6% | +25.1% | +16.2% |
| 6M | +1.2% | +34.7% | -33.5% | -4.6% |
| YTD | -25.2% | +40.6% | -65.8% | -30.8% |
| 1Y | -46.3% | +34.3% | -80.6% | -50.0% |
| 3Y | -9.6% | -55.5% | +45.9% | -4.9% |
| 5Y | +4.4% | -82.5% | +86.8% | +19.2% |
| All | +100.0% | +92.2% | +7.8% | +69.9% |
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