+167.2%
ALLY vs FIVN
+86.2%
+81.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.4% |
| 7D | +0.4% | -2.8% | +3.2% | +0.9% |
| 30D | +5.2% | -17.4% | +22.7% | +8.3% |
| 3M | -13.3% | -19.2% | +5.9% | -11.0% |
| 6M | -6.7% | +29.4% | -36.0% | -13.3% |
| YTD | -12.8% | +36.3% | -49.1% | -21.4% |
| 1Y | +0.7% | +33.5% | -32.8% | -9.0% |
| 3Y | +65.2% | -56.8% | +122.1% | +78.0% |
| 5Y | -10.1% | -83.0% | +72.9% | +4.5% |
| All | +167.2% | +86.2% | +81.0% | +138.3% |
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 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