+12.0%
ALK vs FIVN
-56.5%
+68.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.9% |
| 7D | -1.2% | -2.8% | +1.7% | -0.7% |
| 30D | +7.7% | -17.4% | +25.1% | +10.7% |
| 3M | -19.0% | -19.2% | +0.2% | -16.8% |
| 6M | -0.2% | +29.4% | -29.6% | -8.0% |
| YTD | -23.5% | +36.3% | -59.8% | -32.0% |
| 1Y | -9.1% | +33.5% | -42.6% | -18.7% |
| 3Y | +12.0% | -56.8% | +68.9% | +21.8% |
| All | +12.0% | -56.5% | +68.5% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling