+76.3%
ALLY vs FIVN
-52.8%
+129.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.8% | +0.8% |
| 7D | +3.7% | -2.3% | +6.0% | +4.1% |
| 30D | -2.3% | +12.4% | -14.7% | -5.0% |
| 3M | +3.8% | +36.0% | -32.2% | -3.4% |
| 6M | +9.7% | +86.0% | -76.3% | -6.9% |
| YTD | -1.4% | +65.9% | -67.3% | -14.3% |
| 1Y | +8.2% | +26.5% | -18.3% | +0.9% |
| All | +76.3% | -52.8% | +129.1% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling