+275.3%
ANET vs FICO
-27.8%
+303.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | +15.5% | +2.2% | +13.3% | +15.3% |
| 30D | +1.0% | +0.1% | +0.9% | +0.6% |
| 3M | -3.1% | -35.2% | +32.1% | +0.7% |
| 6M | +40.2% | -32.4% | +72.6% | +40.8% |
| YTD | +50.6% | -57.4% | +108.0% | +67.9% |
| 1Y | +51.4% | -58.5% | +110.0% | +69.9% |
| 3Y | +275.3% | -28.9% | +304.1% | +194.9% |
| All | +275.3% | -27.8% | +303.1% | +194.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling