+142.3%
ADM vs FIVN
+243.6%
-101.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +2.9% |
| 7D | +4.2% | -2.8% | +7.0% | +4.3% |
| 30D | -12.8% | -17.4% | +4.6% | -12.2% |
| 3M | -8.5% | -19.2% | +10.7% | -7.9% |
| 6M | -10.9% | +29.4% | -40.3% | -12.6% |
| YTD | +29.4% | +36.3% | -6.8% | +26.0% |
| 1Y | +27.5% | +33.5% | -5.9% | +24.2% |
| 3Y | +10.3% | -56.8% | +67.2% | +12.2% |
| 5Y | +27.4% | -83.0% | +110.4% | +33.6% |
| 10Y | +134.6% | +87.3% | +47.3% | +103.6% |
| All | +142.3% | +243.6% | -101.4% | +93.4% |
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