+94.8%
AUR vs FIVN
-55.2%
+150.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.0% |
| 7D | +1.4% | -7.8% | +9.3% | +4.7% |
| 30D | -6.4% | -1.7% | -4.7% | -6.6% |
| 3M | +7.7% | +47.2% | -39.5% | -12.1% |
| 6M | +44.5% | +82.7% | -38.2% | +1.5% |
| YTD | +67.4% | +52.9% | +14.5% | +26.7% |
| 1Y | +15.4% | +17.5% | -2.0% | +0.2% |
| 3Y | +94.8% | -55.8% | +150.7% | +142.6% |
| All | +94.8% | -55.2% | +150.1% | +142.6% |
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 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