+313.3%
ANET vs FANG
+45.3%
+268.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | +2.9% | +0.1% | +2.2% |
| 30D | -5.2% | +2.6% | -7.8% | -6.0% |
| 3M | +27.6% | +7.6% | +20.0% | +24.4% |
| 6M | +44.4% | +17.3% | +27.1% | +36.7% |
| YTD | +52.3% | +38.7% | +13.6% | +35.8% |
| 1Y | +30.4% | +51.6% | -21.2% | +11.9% |
| 3Y | +313.3% | +50.0% | +263.3% | +272.6% |
| All | +313.3% | +45.3% | +268.0% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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