+337.2%
ALM vs FIVN
+249.1%
+88.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.9% | -3.4% | -7.1% |
| 7D | -6.3% | -22.4% | +16.1% | -5.6% |
| 30D | -31.4% | -23.8% | -7.7% | -30.8% |
| 3M | -40.6% | -19.5% | -21.1% | -40.2% |
| 6M | -58.6% | +25.6% | -84.2% | -59.0% |
| YTD | -7.6% | +38.4% | -46.0% | -9.2% |
| 1Y | +13.8% | +33.7% | -19.8% | +12.0% |
| 3Y | +842.1% | -56.2% | +898.3% | +852.7% |
| 5Y | +407.4% | -82.9% | +490.3% | +417.9% |
| 10Y | +2,079.4% | +103.6% | +1,975.8% | +1,880.2% |
| All | +337.2% | +249.1% | +88.1% | +296.0% |
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