+228.9%
ARM vs FIVN
-55.4%
+284.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -17.6% | +22.4% | +9.3% |
| 7D | -15.2% | -22.6% | +7.4% | -9.8% |
| 30D | -40.7% | -16.8% | -23.9% | -38.1% |
| 3M | -39.1% | -0.9% | -38.2% | -40.0% |
| 6M | -26.4% | +28.4% | -54.8% | -33.4% |
| YTD | +59.7% | +40.2% | +19.5% | +34.9% |
| 1Y | +10.3% | +30.5% | -20.2% | -4.4% |
| 3Y | +228.9% | -56.2% | +285.1% | +334.7% |
| All | +228.9% | -55.4% | +284.2% | +334.7% |
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 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