+72.0%
ALB vs FIVN
+254.6%
-182.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -3.6% | -17.4% | +13.8% | -0.5% |
| 30D | -2.9% | -20.4% | +17.5% | +0.6% |
| 3M | -25.8% | -9.6% | -16.2% | -25.4% |
| 6M | -53.6% | +34.7% | -88.3% | -57.4% |
| YTD | -32.4% | +40.6% | -73.0% | -40.0% |
| 1Y | -13.0% | +34.3% | -47.3% | -22.3% |
| 3Y | -15.0% | -55.5% | +40.5% | -8.3% |
| 5Y | -63.5% | -82.5% | +18.9% | -56.4% |
| 10Y | +34.7% | +93.2% | -58.5% | +17.8% |
| All | +72.0% | +254.6% | -182.6% | +40.9% |
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