+83.7%
ALLY vs FIVN
+253.1%
-169.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -2.8% | -22.8% | +20.0% | +0.9% |
| 30D | +1.9% | -21.3% | +23.2% | +5.3% |
| 3M | -12.1% | -14.0% | +1.9% | -10.9% |
| 6M | -9.0% | +31.1% | -40.1% | -14.8% |
| YTD | -12.9% | +40.0% | -52.9% | -20.7% |
| 1Y | -0.1% | +38.1% | -38.2% | -8.9% |
| 3Y | +64.6% | -55.7% | +120.2% | +74.6% |
| 5Y | -10.1% | -82.5% | +72.4% | +2.3% |
| 10Y | +176.7% | +92.4% | +84.3% | +142.1% |
| All | +83.7% | +253.1% | -169.4% | +44.3% |
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