+83.9%
BAM vs FIVN
-56.4%
+140.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -2.0% | -17.4% | +15.4% | +0.8% |
| 30D | +13.7% | -20.4% | +34.1% | +17.4% |
| 3M | -4.8% | -9.6% | +4.9% | -4.2% |
| 6M | +7.6% | +34.7% | -27.1% | -1.0% |
| YTD | +1.2% | +40.6% | -39.4% | -9.4% |
| 1Y | -2.3% | +34.3% | -36.6% | -11.6% |
| 3Y | +84.1% | -55.5% | +139.6% | +95.3% |
| All | +83.9% | -56.4% | +140.3% | +95.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling