+83.2%
ALLY vs FIVN
+253.7%
-170.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -17.6% | +15.9% | +1.0% |
| 7D | +0.9% | -22.6% | +23.5% | +4.7% |
| 30D | +3.1% | -16.8% | +19.8% | +5.6% |
| 3M | -12.6% | -0.9% | -11.7% | -13.6% |
| 6M | -12.4% | +28.4% | -40.8% | -17.7% |
| YTD | -13.2% | +40.2% | -53.4% | -20.9% |
| 1Y | +1.8% | +30.5% | -28.7% | -6.4% |
| 3Y | +58.0% | -56.2% | +114.2% | +67.8% |
| 5Y | -8.4% | -81.0% | +72.6% | +3.3% |
| 10Y | +195.3% | +105.3% | +90.0% | +157.0% |
| All | +83.2% | +253.7% | -170.5% | +43.9% |
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