+20.2%
ALC vs FIVN
-37.2%
+57.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.6% |
| 7D | -5.3% | -9.6% | +4.3% | -4.0% |
| 30D | -7.1% | -11.9% | +4.9% | -5.6% |
| 3M | +0.8% | +40.1% | -39.3% | -4.5% |
| 6M | -16.0% | +68.3% | -84.3% | -23.1% |
| YTD | -12.7% | +51.5% | -64.2% | -19.4% |
| 1Y | -12.8% | +15.1% | -28.0% | -16.4% |
| 3Y | -15.8% | -55.6% | +39.7% | -10.5% |
| 5Y | -16.7% | -82.4% | +65.8% | -4.9% |
| All | +20.2% | -37.2% | +57.4% | +22.2% |
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 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