+5,512.5%
ANET vs FDS
+191.9%
+5,320.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.3% |
| 7D | +3.7% | -8.8% | +12.5% | +7.5% |
| 30D | +0.7% | -1.4% | +2.1% | +0.7% |
| 3M | +26.8% | +13.9% | +12.9% | +16.1% |
| 6M | +40.7% | +27.4% | +13.3% | +20.1% |
| YTD | +47.2% | -2.5% | +49.7% | +41.8% |
| 1Y | +36.0% | -23.8% | +59.7% | +47.2% |
| 3Y | +292.8% | -32.5% | +325.3% | +343.3% |
| 5Y | +761.9% | -23.2% | +785.1% | +789.7% |
| 10Y | +3,770.2% | +76.4% | +3,693.8% | +2,087.5% |
| All | +5,512.5% | +191.9% | +5,320.6% | +2,232.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling