+50.4%
ALLE vs FIVN
-81.1%
+131.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -17.6% | +16.7% | +1.1% |
| 7D | -0.6% | -22.6% | +22.1% | +2.3% |
| 30D | +25.3% | -16.8% | +42.1% | +27.6% |
| 3M | +10.3% | -0.9% | +11.2% | +9.2% |
| 6M | +38.0% | +28.4% | +9.6% | +31.3% |
| YTD | +17.8% | +40.2% | -22.5% | +9.0% |
| 1Y | +13.6% | +30.5% | -16.9% | +6.1% |
| 3Y | +89.2% | -56.2% | +145.4% | +104.9% |
| All | +50.4% | -81.1% | +131.5% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling