+550.0%
AJG vs FIVN
+285.7%
+264.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -8.3% | -7.8% | -0.4% | -7.6% |
| 30D | -5.7% | -1.7% | -3.9% | -5.6% |
| 3M | +9.1% | +47.2% | -38.1% | +5.0% |
| 6M | +15.2% | +82.7% | -67.5% | +8.1% |
| YTD | -6.3% | +52.9% | -59.2% | -11.0% |
| 1Y | -19.1% | +17.5% | -36.6% | -21.6% |
| 3Y | +8.2% | -55.8% | +64.0% | +12.0% |
| 5Y | +75.6% | -82.3% | +158.0% | +92.8% |
| 10Y | +471.1% | +116.5% | +354.6% | +406.9% |
| All | +550.0% | +285.7% | +264.4% | +462.9% |
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