+129.1%
ACM vs FIVN
+118.5%
+10.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.3% | +0.8% |
| 7D | -4.6% | -7.8% | +3.3% | -3.5% |
| 30D | +4.1% | -1.7% | +5.8% | +4.3% |
| 3M | -8.3% | +47.2% | -55.5% | -13.7% |
| 6M | -30.1% | +82.7% | -112.8% | -36.9% |
| YTD | -32.6% | +52.9% | -85.5% | -37.9% |
| 1Y | -49.6% | +17.5% | -67.0% | -51.9% |
| 3Y | -23.0% | -55.8% | +32.8% | -18.6% |
| 5Y | +2.0% | -82.3% | +84.3% | +16.4% |
| All | +129.1% | +118.5% | +10.6% | +103.0% |
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