-29.3%
AFRM vs FIVN
-82.4%
+53.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.8% | -2.7% | -3.7% |
| 7D | -8.0% | -9.6% | +1.6% | -1.9% |
| 30D | -9.8% | -11.9% | +2.1% | -2.6% |
| 3M | +4.7% | +40.1% | -35.4% | -20.8% |
| 6M | +34.1% | +68.3% | -34.2% | -16.5% |
| YTD | -8.4% | +51.5% | -59.9% | -40.4% |
| 1Y | -22.9% | +15.1% | -38.0% | -38.9% |
| 3Y | +203.3% | -55.6% | +258.9% | +347.2% |
| 5Y | -26.0% | -82.4% | +56.5% | +112.0% |
| All | -29.3% | -82.4% | +53.1% | +103.2% |
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