+843.7%
ALM vs FIVN
+318.5%
+525.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.4% |
| 7D | -2.6% | -2.3% | -0.3% | -2.5% |
| 30D | +32.0% | +12.4% | +19.6% | +31.4% |
| 3M | -15.0% | +36.0% | -51.1% | -15.9% |
| 6M | -10.1% | +86.0% | -96.1% | -12.4% |
| YTD | +99.4% | +65.9% | +33.5% | +94.9% |
| 1Y | +316.4% | +26.5% | +289.8% | +310.5% |
| 3Y | +2,022.0% | -54.2% | +2,076.2% | +2,044.1% |
| 5Y | +941.2% | -80.5% | +1,021.6% | +957.4% |
| 10Y | +2,950.3% | +109.6% | +2,840.7% | +2,658.9% |
| All | +843.7% | +318.5% | +525.2% | +750.2% |
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