+3,345.8%
ANET vs FICO
+535.6%
+2,810.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +8.9% | +0.9% | +8.0% | +8.5% |
| 30D | -14.6% | +9.4% | -24.1% | -18.1% |
| 3M | -3.4% | -30.4% | +27.0% | +3.7% |
| 6M | +30.5% | -35.1% | +65.6% | +38.9% |
| YTD | +41.2% | -56.8% | +98.0% | +71.8% |
| 1Y | +34.8% | -58.4% | +93.2% | +66.2% |
| 3Y | +257.8% | -26.7% | +284.5% | +218.9% |
| 5Y | +466.9% | +88.0% | +378.9% | +208.4% |
| 10Y | +3,345.8% | +545.7% | +2,800.1% | +627.5% |
| All | +3,345.8% | +535.6% | +2,810.3% | +627.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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