-37.4%
ALK vs FIVN
+105.2%
-142.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.8% | -0.5% |
| 7D | -3.0% | -9.6% | +6.6% | -1.5% |
| 30D | -14.6% | -11.9% | -2.7% | -13.1% |
| 3M | -10.6% | +40.1% | -50.7% | -15.9% |
| 6M | -6.7% | +68.3% | -75.1% | -16.3% |
| YTD | -19.8% | +51.5% | -71.2% | -27.3% |
| 1Y | -35.2% | +15.1% | -50.3% | -38.6% |
| 3Y | +1.4% | -55.6% | +57.0% | +6.3% |
| 5Y | -30.7% | -82.4% | +51.8% | -23.0% |
| 10Y | -37.4% | +114.5% | -151.9% | -52.5% |
| All | -37.4% | +105.2% | -142.6% | -52.5% |
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