+39.2%
ANET vs FICO
-39.2%
+78.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | +3.0% | -15.4% | +18.4% | +1.3% |
| 30D | +3.3% | -10.4% | +13.7% | +2.5% |
| 3M | +24.7% | -22.7% | +47.4% | +21.3% |
| 6M | +46.7% | -36.8% | +83.5% | +39.6% |
| YTD | +48.8% | -44.8% | +93.6% | +38.2% |
| 1Y | +39.2% | -39.3% | +78.6% | +30.2% |
| All | +39.2% | -39.2% | +78.4% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling