+3,847.4%
ANET vs F
+92.2%
+3,755.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.4% |
| 7D | +3.0% | -4.4% | +7.4% | +4.4% |
| 30D | -5.2% | +1.0% | -6.2% | -5.7% |
| 3M | +27.6% | -4.0% | +31.6% | +28.6% |
| 6M | +44.4% | +18.1% | +26.3% | +35.0% |
| YTD | +52.3% | +10.2% | +42.2% | +45.1% |
| 1Y | +30.4% | +24.3% | +6.1% | +18.7% |
| 3Y | +313.3% | +38.1% | +275.2% | +250.1% |
| 5Y | +810.0% | +50.2% | +759.8% | +629.2% |
| All | +3,847.4% | +92.2% | +3,755.2% | +2,393.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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