+116.7%
UMAC vs FIVN
+20.3%
+96.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -2.7% |
| 7D | -3.4% | -7.8% | +4.4% | -2.0% |
| 30D | -15.1% | -1.7% | -13.4% | -14.9% |
| 3M | -10.8% | +47.2% | -58.0% | -17.0% |
| 6M | +15.7% | +82.7% | -67.0% | +0.5% |
| YTD | +80.1% | +52.9% | +27.2% | +65.5% |
| 1Y | +116.7% | +17.5% | +99.2% | +129.3% |
| All | +116.7% | +20.3% | +96.4% | +129.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling