+117.1%
ACM vs FIVN
+318.5%
-201.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | 0.0% |
| 7D | -3.7% | -2.3% | -1.5% | -3.4% |
| 30D | -11.1% | +12.4% | -23.5% | -12.7% |
| 3M | -8.0% | +36.0% | -44.0% | -12.4% |
| 6M | -29.7% | +86.0% | -115.6% | -36.5% |
| YTD | -29.4% | +65.9% | -95.3% | -35.4% |
| 1Y | -46.4% | +26.5% | -72.9% | -49.3% |
| 3Y | -22.3% | -54.2% | +31.9% | -18.4% |
| 5Y | +4.5% | -80.5% | +84.9% | +17.5% |
| 10Y | +127.6% | +109.6% | +18.0% | +82.9% |
| All | +117.1% | +318.5% | -201.4% | +56.7% |
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