+3,637.8%
ANET vs FAST
+531.9%
+3,105.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -1.3% | -0.4% | -0.8% | -1.0% |
| 30D | -4.5% | -6.4% | +2.0% | -0.9% |
| 3M | +24.5% | +7.1% | +17.5% | +19.6% |
| 6M | +35.4% | +7.0% | +28.4% | +29.3% |
| YTD | +44.2% | +24.1% | +20.1% | +25.9% |
| 1Y | +25.4% | +4.4% | +21.0% | +20.3% |
| 3Y | +284.8% | +93.2% | +191.5% | +151.4% |
| 5Y | +761.7% | +106.4% | +655.3% | +438.3% |
| All | +3,637.8% | +531.9% | +3,105.9% | +1,322.3% |
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