-19.6%
ACM vs FIVN
-55.5%
+35.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | +0.2% |
| 7D | -0.3% | -8.2% | +7.9% | +1.1% |
| 30D | -12.9% | -8.1% | -4.8% | -11.7% |
| 3M | -6.4% | +34.9% | -41.3% | -11.4% |
| 6M | -29.2% | +72.6% | -101.9% | -36.4% |
| YTD | -29.9% | +55.8% | -85.7% | -36.2% |
| 1Y | -47.3% | +17.1% | -64.4% | -49.6% |
| 3Y | -19.6% | -54.3% | +34.7% | -15.9% |
| All | -19.6% | -55.5% | +35.9% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling