+331.9%
AXP vs FIVN
+249.1%
+82.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.2% |
| 7D | -0.6% | -22.4% | +21.8% | +2.3% |
| 30D | +5.0% | -23.8% | +28.7% | +8.1% |
| 3M | -4.2% | -19.5% | +15.3% | -2.5% |
| 6M | +2.9% | +25.6% | -22.6% | -1.8% |
| YTD | -11.6% | +38.4% | -50.0% | -17.7% |
| 1Y | -11.1% | +33.7% | -44.8% | -17.0% |
| 3Y | +116.7% | -56.2% | +172.9% | +124.9% |
| 5Y | +89.6% | -82.9% | +172.5% | +108.2% |
| 10Y | +428.4% | +103.6% | +324.8% | +342.9% |
| All | +331.9% | +249.1% | +82.8% | +242.8% |
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