+61.6%
AG vs FIVN
+118.5%
-56.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.1% |
| 7D | -6.7% | -7.8% | +1.1% | -5.8% |
| 30D | +2.2% | -1.7% | +3.9% | +2.2% |
| 3M | +15.7% | +47.2% | -31.5% | +9.3% |
| 6M | -23.8% | +82.7% | -106.5% | -31.0% |
| YTD | +17.6% | +52.9% | -35.3% | +8.8% |
| 1Y | +88.6% | +17.5% | +71.2% | +80.2% |
| 3Y | +253.4% | -55.8% | +309.2% | +270.5% |
| 5Y | +62.4% | -82.3% | +144.8% | +78.4% |
| All | +61.6% | +118.5% | -56.9% | +111.1% |
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