+97.1%
AIG vs FIVN
+282.0%
-185.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.2% | +0.7% |
| 7D | -1.4% | -9.6% | +8.1% | -0.7% |
| 30D | -3.3% | -11.9% | +8.6% | -2.5% |
| 3M | +2.2% | +40.1% | -37.9% | -0.8% |
| 6M | -2.1% | +68.3% | -70.5% | -6.9% |
| YTD | -11.2% | +51.5% | -62.7% | -15.1% |
| 1Y | -2.1% | +15.1% | -17.2% | -4.7% |
| 3Y | +34.4% | -55.6% | +89.9% | +37.5% |
| 5Y | +53.7% | -82.4% | +136.2% | +62.7% |
| 10Y | +64.4% | +114.5% | -50.1% | +37.9% |
| All | +97.1% | +282.0% | -185.0% | +57.4% |
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