+460.6%
ANET vs FICO
+81.4%
+379.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +8.5% |
| 7D | +13.4% | -0.1% | +13.5% | +13.4% |
| 30D | -14.1% | +8.4% | -22.5% | -16.2% |
| 3M | -1.3% | -30.5% | +29.2% | +3.7% |
| 6M | +31.3% | -35.7% | +67.0% | +36.9% |
| YTD | +42.1% | -57.2% | +99.3% | +65.4% |
| 1Y | +38.3% | -58.4% | +96.7% | +62.2% |
| 3Y | +251.9% | -24.8% | +276.7% | +207.1% |
| 5Y | +460.6% | +79.3% | +381.3% | +236.8% |
| All | +460.6% | +81.4% | +379.1% | +236.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling