-8.2%
ALLY vs FIVN
-81.1%
+73.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -17.6% | +15.9% | +2.3% |
| 7D | +0.9% | -22.6% | +23.5% | +6.5% |
| 30D | +3.1% | -16.8% | +19.8% | +6.7% |
| 3M | -12.6% | -0.9% | -11.7% | -14.4% |
| 6M | -12.4% | +28.4% | -40.8% | -20.7% |
| YTD | -13.2% | +40.2% | -53.4% | -25.3% |
| 1Y | +1.8% | +30.5% | -28.7% | -10.9% |
| 3Y | +58.0% | -56.2% | +114.2% | +78.7% |
| All | -8.2% | -81.1% | +73.0% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling