+296.4%
ANET vs FICO
+3.0%
+293.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -16.7% | +17.9% | +3.3% |
| 7D | -0.8% | -19.2% | +18.4% | +1.7% |
| 30D | -1.8% | -14.6% | +12.8% | -0.2% |
| 3M | +16.7% | -20.1% | +36.8% | +17.6% |
| 6M | +43.7% | -36.3% | +80.0% | +51.3% |
| YTD | +47.9% | -44.9% | +92.7% | +61.4% |
| 1Y | +37.3% | -38.6% | +75.9% | +41.3% |
| All | +296.4% | +3.0% | +293.4% | +230.6% |
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