+657.4%
UMAC vs FIVN
-59.1%
+716.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.8% | -3.0% |
| 7D | -3.4% | -7.8% | +4.4% | -0.4% |
| 30D | -15.1% | -1.7% | -13.4% | -14.7% |
| 3M | -10.8% | +47.2% | -58.0% | -26.2% |
| 6M | +15.7% | +82.7% | -67.0% | -18.1% |
| YTD | +80.1% | +52.9% | +27.2% | +35.6% |
| 1Y | +116.7% | +17.5% | +99.2% | +94.3% |
| All | +657.4% | -59.1% | +716.5% | +976.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling