+3,847.4%
ANET vs FIS
-39.8%
+3,887.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.5% | +5.6% |
| 7D | +3.0% | -7.9% | +10.9% | +6.0% |
| 30D | -5.2% | -8.0% | +2.8% | -2.7% |
| 3M | +27.6% | +0.6% | +27.0% | +24.6% |
| 6M | +44.4% | -22.2% | +66.6% | +55.3% |
| YTD | +52.3% | -40.8% | +93.1% | +82.2% |
| 1Y | +30.4% | -41.5% | +71.9% | +55.9% |
| 3Y | +313.3% | -25.5% | +338.7% | +324.0% |
| 5Y | +810.0% | -64.8% | +874.8% | +1,196.1% |
| All | +3,847.4% | -39.8% | +3,887.2% | +3,938.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling