+221.5%
ALLE vs FIVN
+109.8%
+111.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.5% |
| 7D | -0.6% | -19.3% | +18.7% | +1.5% |
| 30D | +26.6% | -20.7% | +47.3% | +29.4% |
| 3M | +13.2% | -15.1% | +28.2% | +14.4% |
| 6M | +42.9% | +30.6% | +12.2% | +36.5% |
| YTD | +21.0% | +44.0% | -23.0% | +12.7% |
| 1Y | +15.2% | +45.5% | -30.4% | +6.9% |
| 3Y | +95.6% | -52.8% | +148.4% | +104.1% |
| 5Y | +53.4% | -82.6% | +136.1% | +72.3% |
| 10Y | +221.5% | +109.4% | +112.1% | +160.8% |
| All | +221.5% | +109.8% | +111.7% | +160.8% |
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 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