+212.1%
ALLE vs FIVN
+92.2%
+120.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | +1.6% | -17.4% | +19.0% | +3.5% |
| 30D | +24.1% | -20.4% | +44.5% | +26.8% |
| 3M | +14.8% | -9.6% | +24.5% | +15.3% |
| 6M | +45.9% | +34.7% | +11.2% | +38.8% |
| YTD | +20.7% | +40.6% | -19.8% | +12.7% |
| 1Y | +14.2% | +34.3% | -20.1% | +7.1% |
| 3Y | +90.7% | -55.5% | +146.2% | +100.4% |
| 5Y | +50.6% | -82.5% | +133.0% | +69.0% |
| All | +212.1% | +92.2% | +120.0% | +152.7% |
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 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