+309.8%
ALM vs FIVN
+254.6%
+55.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.4% | -6.9% | -6.5% |
| 7D | -4.0% | -17.4% | +13.4% | -3.5% |
| 30D | -30.5% | -20.4% | -10.1% | -30.0% |
| 3M | -46.9% | -9.6% | -37.3% | -46.8% |
| 6M | -65.5% | +34.7% | -100.2% | -65.9% |
| YTD | -13.4% | +40.6% | -54.0% | -14.9% |
| 1Y | +9.8% | +34.3% | -24.5% | +8.0% |
| 3Y | +783.1% | -55.5% | +838.6% | +792.5% |
| 5Y | +378.3% | -82.5% | +460.7% | +387.8% |
| 10Y | +1,942.8% | +93.2% | +1,849.6% | +1,754.9% |
| All | +309.8% | +254.6% | +55.2% | +271.0% |
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