+18.5%
ADM vs FIVN
-55.5%
+74.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +0.1% |
| 7D | -0.1% | -8.2% | +8.2% | +0.2% |
| 30D | +11.0% | -8.1% | +19.1% | +11.3% |
| 3M | +6.0% | +34.9% | -28.9% | +4.5% |
| 6M | +26.9% | +72.6% | -45.7% | +23.7% |
| YTD | +50.0% | +55.8% | -5.7% | +46.6% |
| 1Y | +39.6% | +17.1% | +22.5% | +38.7% |
| 3Y | +18.5% | -54.3% | +72.8% | +16.1% |
| All | +18.5% | -55.5% | +74.0% | +16.1% |
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 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