+447.8%
ADP vs FIVN
+318.5%
+129.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.8% |
| 7D | -3.4% | -2.3% | -1.1% | -3.1% |
| 30D | +2.8% | +12.4% | -9.6% | +0.8% |
| 3M | +20.9% | +36.0% | -15.1% | +15.3% |
| 6M | +29.9% | +86.0% | -56.1% | +17.9% |
| YTD | +9.6% | +65.9% | -56.3% | +0.7% |
| 1Y | -5.3% | +26.5% | -31.8% | -10.3% |
| 3Y | +16.5% | -54.2% | +70.7% | +21.8% |
| 5Y | +49.4% | -80.5% | +129.9% | +67.6% |
| 10Y | +282.2% | +109.6% | +172.6% | +213.8% |
| All | +447.8% | +318.5% | +129.3% | +331.0% |
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