+1,162.1%
AMAT vs FIVN
+102.4%
+1,059.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -17.6% | +21.9% | +8.3% |
| 7D | -14.7% | -22.6% | +7.9% | -9.9% |
| 30D | -36.1% | -16.8% | -19.3% | -33.8% |
| 3M | -36.9% | -0.9% | -36.0% | -38.2% |
| 6M | -22.2% | +28.4% | -50.6% | -30.3% |
| YTD | +29.9% | +40.2% | -10.3% | +9.3% |
| 1Y | +43.3% | +30.5% | +12.7% | +22.7% |
| 3Y | +142.7% | -56.2% | +198.9% | +169.7% |
| 5Y | +126.2% | -81.0% | +207.2% | +206.0% |
| All | +1,162.1% | +102.4% | +1,059.6% | +692.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling