-16.7%
AWK vs FIVN
-82.0%
+65.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | +0.1% |
| 7D | +0.6% | -9.6% | +10.2% | +1.0% |
| 30D | +4.3% | -11.9% | +16.2% | +4.7% |
| 3M | +12.5% | +40.1% | -27.5% | +10.9% |
| 6M | +3.3% | +68.3% | -65.0% | +0.7% |
| YTD | +9.8% | +51.5% | -41.7% | +7.4% |
| 1Y | +2.9% | +15.1% | -12.2% | +2.1% |
| 3Y | +9.6% | -55.6% | +65.2% | +16.6% |
| 5Y | -16.7% | -82.4% | +65.8% | -15.6% |
| All | -16.7% | -82.0% | +65.4% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling