+307.2%
ALLE vs FIVN
+253.1%
+54.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.7% |
| 7D | -0.8% | -22.8% | +21.9% | +1.7% |
| 30D | +27.4% | -21.3% | +48.7% | +30.2% |
| 3M | +13.8% | -14.0% | +27.8% | +14.9% |
| 6M | +45.5% | +31.1% | +14.4% | +39.1% |
| YTD | +21.4% | +40.0% | -18.6% | +13.7% |
| 1Y | +15.4% | +38.1% | -22.7% | +8.1% |
| 3Y | +91.7% | -55.7% | +147.4% | +100.5% |
| 5Y | +54.5% | -82.5% | +137.0% | +72.4% |
| 10Y | +210.5% | +92.4% | +118.1% | +155.8% |
| All | +307.2% | +253.1% | +54.1% | +217.8% |
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 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