+131.5%
ACM vs FIVN
+249.1%
-117.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.1% |
| 7D | +6.6% | -22.4% | +29.0% | +10.1% |
| 30D | +19.8% | -23.8% | +43.5% | +23.8% |
| 3M | -3.1% | -19.5% | +16.4% | -0.9% |
| 6M | -11.5% | +25.6% | -37.1% | -15.5% |
| YTD | -24.7% | +38.4% | -63.1% | -29.9% |
| 1Y | -45.1% | +33.7% | -78.7% | -48.7% |
| 3Y | -8.9% | -56.2% | +47.3% | -4.1% |
| 5Y | +5.4% | -82.9% | +88.3% | +20.3% |
| 10Y | +131.1% | +103.6% | +27.5% | +85.7% |
| All | +131.5% | +249.1% | -117.5% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling