-41.4%
AR vs FIVN
+254.6%
-296.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +6.4% | -17.4% | +23.8% | +7.8% |
| 30D | +3.1% | -20.4% | +23.5% | +4.6% |
| 3M | +3.3% | -9.6% | +12.9% | +3.5% |
| 6M | +6.6% | +34.7% | -28.1% | +2.7% |
| YTD | +12.3% | +40.6% | -28.3% | +7.0% |
| 1Y | +12.3% | +34.3% | -22.0% | +7.4% |
| 3Y | +50.4% | -55.5% | +105.9% | +53.7% |
| 5Y | +101.0% | -82.5% | +183.4% | +114.3% |
| 10Y | +57.5% | +93.2% | -35.7% | +33.3% |
| All | -41.4% | +254.6% | -296.0% | -54.5% |
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