+62.0%
ANET vs FIG
-72.7%
+134.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.8% | +0.8% | +5.3% |
| 7D | +3.0% | -3.8% | +6.8% | +3.2% |
| 30D | -5.2% | -2.3% | -2.9% | -5.2% |
| 3M | +27.6% | +20.0% | +7.7% | +24.9% |
| 6M | +44.4% | -16.7% | +61.1% | +47.0% |
| YTD | +52.3% | -37.9% | +90.2% | +61.2% |
| 1Y | +30.4% | -58.5% | +89.0% | +46.2% |
| All | +62.0% | -72.7% | +134.7% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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