+664.6%
AU vs FIVN
+282.0%
+382.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.8% |
| 7D | +0.6% | -9.6% | +10.2% | +1.2% |
| 30D | +12.3% | -11.9% | +24.2% | +13.0% |
| 3M | +29.4% | +40.1% | -10.7% | +27.0% |
| 6M | +3.2% | +68.3% | -65.1% | -0.1% |
| YTD | +31.8% | +51.5% | -19.7% | +28.0% |
| 1Y | +83.4% | +15.1% | +68.3% | +80.4% |
| 3Y | +623.1% | -55.6% | +678.7% | +640.9% |
| 5Y | +700.5% | -82.4% | +782.9% | +730.3% |
| 10Y | +717.6% | +114.5% | +603.1% | +780.4% |
| All | +664.6% | +282.0% | +382.6% | +678.1% |
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