-0.4%
ALK vs FIVN
+263.1%
-263.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.7% | +4.4% | +6.7% |
| 7D | +8.9% | -19.3% | +28.2% | +12.0% |
| 30D | +5.9% | -20.7% | +26.6% | +9.0% |
| 3M | -16.5% | -15.1% | -1.5% | -15.3% |
| 6M | +2.1% | +30.6% | -28.5% | -3.7% |
| YTD | -17.1% | +44.0% | -61.1% | -24.3% |
| 1Y | -2.9% | +45.5% | -48.4% | -11.4% |
| 3Y | +24.5% | -52.8% | +77.3% | +28.9% |
| 5Y | -29.1% | -82.6% | +53.5% | -20.9% |
| 10Y | -39.1% | +109.4% | -148.5% | -52.1% |
| All | -0.4% | +263.1% | -263.6% | -27.7% |
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