-29.4%
AFRM vs FIVN
-83.3%
+53.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.8% |
| 7D | -7.5% | -19.3% | +11.7% | +4.4% |
| 30D | -15.7% | -20.7% | +5.0% | -4.3% |
| 3M | -9.6% | -15.1% | +5.5% | -4.1% |
| 6M | +6.3% | +30.6% | -24.4% | -20.4% |
| YTD | -8.6% | +44.0% | -52.6% | -41.0% |
| 1Y | -7.6% | +45.5% | -53.1% | -40.8% |
| 3Y | +173.7% | -52.8% | +226.4% | +265.4% |
| 5Y | -56.9% | -82.6% | +25.8% | +19.9% |
| All | -29.4% | -83.3% | +53.9% | +101.2% |
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 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