+296.9%
ANET vs FAST
+91.5%
+205.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +3.0% | +1.3% | +1.7% | +2.5% |
| 30D | +3.3% | -4.7% | +8.1% | +5.2% |
| 3M | +24.7% | +7.9% | +16.7% | +21.0% |
| 6M | +46.7% | +7.4% | +39.3% | +42.0% |
| YTD | +48.8% | +25.1% | +23.7% | +34.9% |
| 1Y | +39.2% | +4.7% | +34.6% | +35.9% |
| 3Y | +296.9% | +94.7% | +202.2% | +193.7% |
| All | +296.9% | +91.5% | +205.5% | +193.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling