+30.4%
ANET vs FDX
+76.4%
-46.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -3.3% | +6.3% | +3.5% |
| 30D | -5.2% | -4.5% | -0.7% | -4.6% |
| 3M | +27.6% | -7.3% | +35.0% | +28.8% |
| 6M | +44.4% | +7.5% | +36.9% | +42.7% |
| YTD | +52.3% | +35.1% | +17.2% | +54.7% |
| 1Y | +30.4% | +71.4% | -41.0% | +41.9% |
| All | +30.4% | +76.4% | -46.0% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling