+315.1%
ADP vs FIVN
+91.3%
+223.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | +0.9% | -22.8% | +23.7% | +4.5% |
| 30D | +11.9% | -21.3% | +33.2% | +15.2% |
| 3M | +13.7% | -14.0% | +27.7% | +15.1% |
| 6M | +46.8% | +31.1% | +15.7% | +38.4% |
| YTD | +21.8% | +40.0% | -18.2% | +12.3% |
| 1Y | +23.5% | +38.1% | -14.5% | +13.9% |
| 3Y | +44.1% | -55.7% | +99.7% | +51.6% |
| 5Y | +49.9% | -82.5% | +132.4% | +74.9% |
| All | +315.1% | +91.3% | +223.7% | +204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling