+296.4%
AWK vs FIVN
+292.8%
+3.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.1% |
| 7D | +2.2% | -8.2% | +10.4% | +2.6% |
| 30D | +4.4% | -8.1% | +12.6% | +4.9% |
| 3M | +15.4% | +34.9% | -19.5% | +13.0% |
| 6M | +3.5% | +72.6% | -69.1% | -0.5% |
| YTD | +9.8% | +55.8% | -46.0% | +5.9% |
| 1Y | +3.0% | +17.1% | -14.1% | +1.0% |
| 3Y | +9.7% | -54.3% | +64.0% | +13.8% |
| 5Y | -17.2% | -81.6% | +64.4% | -10.6% |
| 10Y | +126.1% | +109.2% | +16.9% | +117.2% |
| All | +296.4% | +292.8% | +3.6% | +269.7% |
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 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