+15.4%
ALLE vs FIVN
+36.2%
-20.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.8% |
| 7D | -0.8% | -22.8% | +21.9% | -0.8% |
| 30D | +27.4% | -21.3% | +48.7% | +27.3% |
| 3M | +13.8% | -14.0% | +27.8% | +14.0% |
| 6M | +45.5% | +31.1% | +14.4% | +46.9% |
| YTD | +21.4% | +40.0% | -18.6% | +23.2% |
| 1Y | +15.4% | +38.1% | -22.7% | +16.7% |
| All | +15.4% | +36.2% | -20.8% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling