+37.3%
ANET vs FAST
+2.3%
+34.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | -0.8% | -0.4% | -0.5% | -0.8% |
| 30D | -1.8% | -0.8% | -1.0% | -1.6% |
| 3M | +16.7% | +5.8% | +11.0% | +15.3% |
| 6M | +43.7% | +8.0% | +35.7% | +40.0% |
| YTD | +47.9% | +25.6% | +22.3% | +40.4% |
| 1Y | +37.3% | +0.8% | +36.5% | +33.1% |
| All | +37.3% | +2.3% | +34.9% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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