+511.5%
ADP vs FIVN
+254.6%
+256.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | +0.3% | -17.4% | +17.7% | +2.5% |
| 30D | +11.6% | -20.4% | +32.0% | +14.4% |
| 3M | +15.1% | -9.6% | +24.7% | +15.6% |
| 6M | +46.0% | +34.7% | +11.3% | +38.3% |
| YTD | +22.4% | +40.6% | -18.2% | +14.0% |
| 1Y | +24.5% | +34.3% | -9.8% | +16.4% |
| 3Y | +44.8% | -55.5% | +100.3% | +51.1% |
| 5Y | +49.1% | -82.5% | +131.5% | +68.8% |
| 10Y | +320.9% | +93.2% | +227.7% | +248.8% |
| All | +511.5% | +254.6% | +256.9% | +387.8% |
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