+409.5%
ALM vs FIVN
-83.0%
+492.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.9% | -3.4% | -7.0% |
| 7D | -6.3% | -22.4% | +16.1% | -4.9% |
| 30D | -31.4% | -23.8% | -7.7% | -30.3% |
| 3M | -40.6% | -19.5% | -21.1% | -39.9% |
| 6M | -58.6% | +25.6% | -84.2% | -59.4% |
| YTD | -7.6% | +38.4% | -46.0% | -10.8% |
| 1Y | +13.8% | +33.7% | -19.8% | +10.1% |
| 3Y | +842.1% | -56.2% | +898.3% | +874.4% |
| All | +409.5% | -83.0% | +492.5% | +421.6% |
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