+58.4%
AMCR vs FIVN
+282.0%
-223.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -2.6% |
| 7D | -6.3% | -9.6% | +3.3% | -5.8% |
| 30D | -7.1% | -11.9% | +4.8% | -6.5% |
| 3M | +12.7% | +40.1% | -27.4% | +10.3% |
| 6M | +5.2% | +68.3% | -63.2% | +1.2% |
| YTD | +8.1% | +51.5% | -43.4% | +4.5% |
| 1Y | +11.7% | +15.1% | -3.4% | +9.6% |
| 3Y | +9.9% | -55.6% | +65.5% | +12.0% |
| 5Y | -8.7% | -82.4% | +73.8% | -5.8% |
| 10Y | +16.8% | +114.5% | -97.7% | +19.1% |
| All | +58.4% | +282.0% | -223.6% | +61.9% |
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