+214.2%
ARM vs FIVN
-57.7%
+271.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +19.8% | -17.4% | +37.3% | +25.1% |
| 30D | -21.8% | -20.4% | -1.4% | -17.3% |
| 3M | -26.5% | -9.6% | -16.9% | -25.2% |
| 6M | -3.9% | +34.7% | -38.6% | -14.2% |
| YTD | +82.8% | +40.6% | +42.2% | +54.4% |
| 1Y | +34.3% | +34.3% | 0.0% | +15.3% |
| 3Y | +282.2% | -55.5% | +337.7% | +357.1% |
| All | +214.2% | -57.7% | +271.9% | +279.6% |
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