+233.6%
ALLE vs FIVN
+318.5%
-84.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.3% |
| 7D | -0.2% | -2.3% | +2.1% | 0.0% |
| 30D | -6.8% | +12.4% | -19.2% | -8.3% |
| 3M | +21.0% | +36.0% | -15.0% | +16.3% |
| 6M | +1.1% | +86.0% | -84.9% | -7.3% |
| YTD | -0.5% | +65.9% | -66.5% | -8.0% |
| 1Y | -7.3% | +26.5% | -33.8% | -11.6% |
| 3Y | +42.3% | -54.2% | +96.5% | +49.1% |
| 5Y | +13.5% | -80.5% | +93.9% | +25.5% |
| 10Y | +144.0% | +109.6% | +34.4% | +99.9% |
| All | +233.6% | +318.5% | -84.9% | +157.3% |
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