+3,847.4%
ANET vs FDS
+64.8%
+3,782.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +6.1% |
| 7D | +3.0% | -14.0% | +17.0% | +8.7% |
| 30D | -5.2% | -6.2% | +1.0% | -3.5% |
| 3M | +27.6% | +10.2% | +17.5% | +19.1% |
| 6M | +44.4% | +27.4% | +16.9% | +24.2% |
| YTD | +52.3% | -9.3% | +61.6% | +51.6% |
| 1Y | +30.4% | -28.6% | +59.1% | +44.8% |
| 3Y | +313.3% | -36.8% | +350.1% | +376.9% |
| 5Y | +810.0% | -28.6% | +838.6% | +870.1% |
| All | +3,847.4% | +64.8% | +3,782.6% | +2,432.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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