-47.4%
ALK vs FIVN
+86.2%
-133.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.0% |
| 7D | -1.2% | -2.8% | +1.7% | -0.8% |
| 30D | +7.7% | -17.4% | +25.1% | +10.3% |
| 3M | -19.0% | -19.2% | +0.2% | -17.1% |
| 6M | -0.2% | +29.4% | -29.6% | -6.2% |
| YTD | -23.5% | +36.3% | -59.8% | -30.1% |
| 1Y | -9.1% | +33.5% | -42.6% | -16.6% |
| 3Y | +12.0% | -56.8% | +68.9% | +17.4% |
| 5Y | -30.9% | -83.0% | +52.1% | -22.9% |
| All | -47.4% | +86.2% | -133.6% | -58.3% |
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