-57.9%
ALM vs FIVN
+31.4%
-89.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.1% | +10.8% | +7.9% |
| 7D | +1.2% | -2.8% | +4.1% | +1.4% |
| 30D | -19.3% | -17.4% | -1.9% | -18.3% |
| 3M | -40.6% | -19.2% | -21.5% | -39.6% |
| 6M | -57.9% | +29.4% | -87.3% | -55.7% |
| All | -57.9% | +31.4% | -89.3% | -55.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling