+14.7%
ADP vs FIVN
-55.5%
+70.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.1% | +2.7% | -2.7% |
| 7D | -5.5% | -8.2% | +2.7% | -4.4% |
| 30D | -1.2% | -8.1% | +6.9% | -0.2% |
| 3M | +17.9% | +34.9% | -17.0% | +12.5% |
| 6M | +20.3% | +72.6% | -52.3% | +10.6% |
| YTD | +5.8% | +55.8% | -49.9% | -1.9% |
| 1Y | -7.7% | +17.1% | -24.9% | -12.1% |
| 3Y | +14.7% | -54.3% | +69.0% | +12.7% |
| All | +14.7% | -55.5% | +70.2% | +12.7% |
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 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