+3,494.0%
ANET vs FAST
+541.9%
+2,952.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -4.2% |
| 7D | +15.5% | +4.2% | +11.4% | +13.1% |
| 30D | +1.0% | +6.7% | -5.7% | -2.5% |
| 3M | -3.1% | +8.0% | -11.2% | -7.1% |
| 6M | +40.2% | +27.4% | +12.8% | +22.0% |
| YTD | +50.6% | +40.5% | +10.1% | +22.6% |
| 1Y | +51.4% | +38.4% | +13.1% | +24.2% |
| 3Y | +275.3% | +98.7% | +176.6% | +141.8% |
| 5Y | +500.3% | +106.7% | +393.7% | +272.4% |
| All | +3,494.0% | +541.9% | +2,952.2% | +1,121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling