+5,706.3%
ANET vs FANG
+237.2%
+5,469.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.6% |
| 7D | +3.0% | +2.9% | +0.1% | +2.4% |
| 30D | -5.2% | +2.6% | -7.8% | -5.7% |
| 3M | +27.6% | +7.6% | +20.0% | +25.5% |
| 6M | +44.4% | +17.3% | +27.1% | +39.4% |
| YTD | +52.3% | +38.7% | +13.6% | +42.1% |
| 1Y | +30.4% | +51.6% | -21.2% | +19.4% |
| 3Y | +313.3% | +50.0% | +263.3% | +276.5% |
| 5Y | +810.0% | +237.6% | +572.5% | +611.0% |
| 10Y | +3,903.8% | +180.7% | +3,723.1% | +2,822.0% |
| All | +5,706.3% | +237.2% | +5,469.0% | +3,974.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling