-43.0%
AR vs FIVN
+249.1%
-292.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.4% |
| 7D | -5.8% | -22.4% | +16.7% | -4.1% |
| 30D | +4.8% | -23.8% | +28.6% | +6.7% |
| 3M | +1.5% | -19.5% | +21.0% | +2.6% |
| 6M | +4.7% | +25.6% | -20.9% | +1.5% |
| YTD | +9.2% | +38.4% | -29.2% | +4.2% |
| 1Y | +11.2% | +33.7% | -22.5% | +6.3% |
| 3Y | +46.2% | -56.2% | +102.4% | +49.6% |
| 5Y | +98.1% | -82.9% | +181.0% | +111.6% |
| 10Y | +54.5% | +103.6% | -49.1% | +30.3% |
| All | -43.0% | +249.1% | -292.1% | -55.7% |
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