+654.6%
APP vs FIVN
-52.8%
+707.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.7% | +3.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.6% |
| 30D | -23.3% | +12.4% | -35.7% | -26.8% |
| 3M | -42.6% | +36.0% | -78.7% | -49.3% |
| 6M | -33.6% | +86.0% | -119.6% | -48.8% |
| YTD | -52.4% | +65.9% | -118.4% | -61.9% |
| 1Y | -35.9% | +26.5% | -62.4% | -43.8% |
| All | +654.6% | -52.8% | +707.4% | +576.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling