+3,734.5%
ANET vs FICO
+607.5%
+3,126.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.0% | -15.4% | +18.4% | +8.2% |
| 30D | +3.3% | -10.4% | +13.7% | +5.9% |
| 3M | +24.7% | -22.7% | +47.4% | +30.9% |
| 6M | +46.7% | -36.8% | +83.5% | +62.8% |
| YTD | +48.8% | -44.8% | +93.6% | +73.3% |
| 1Y | +39.2% | -39.3% | +78.6% | +51.2% |
| 3Y | +296.9% | +3.7% | +293.2% | +221.4% |
| 5Y | +767.5% | +101.7% | +665.8% | +391.6% |
| 10Y | +3,734.5% | +602.8% | +3,131.7% | +762.4% |
| All | +3,734.5% | +607.5% | +3,126.9% | +762.4% |
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