-87.2%
ADVB vs FIVN
-1.9%
-85.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -1.1% |
| 7D | -3.8% | -2.3% | -1.5% | -4.1% |
| 30D | +17.6% | +12.4% | +5.2% | +21.3% |
| 3M | +119.1% | +36.0% | +83.1% | +137.5% |
| 6M | +103.4% | +86.0% | +17.4% | +123.3% |
| YTD | +59.8% | +65.9% | -6.1% | +78.3% |
| 1Y | +8.5% | +26.5% | -18.0% | +26.8% |
| All | -87.2% | -1.9% | -85.3% | -83.8% |
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