+182.3%
ALLY vs FIVN
+115.6%
+66.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -3.3% | -11.3% | +8.0% | -1.2% |
| 30D | -4.1% | -7.3% | +3.2% | -2.9% |
| 3M | +1.4% | +41.7% | -40.3% | -6.0% |
| 6M | +14.4% | +78.3% | -63.9% | -0.4% |
| YTD | -4.9% | +50.9% | -55.8% | -15.0% |
| 1Y | +5.5% | +19.7% | -14.1% | -1.5% |
| 3Y | +66.0% | -55.7% | +121.8% | +79.6% |
| 5Y | -2.4% | -82.6% | +80.2% | +13.3% |
| All | +182.3% | +115.6% | +66.7% | +143.5% |
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