+313.3%
ANET vs FIS
-25.5%
+338.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.5% | +5.6% |
| 7D | +3.0% | -7.9% | +10.9% | +3.1% |
| 30D | -5.2% | -8.0% | +2.8% | -5.0% |
| 3M | +27.6% | +0.6% | +27.0% | +25.9% |
| 6M | +44.4% | -22.2% | +66.6% | +46.9% |
| YTD | +52.3% | -40.8% | +93.1% | +60.3% |
| 1Y | +30.4% | -41.5% | +71.9% | +37.5% |
| 3Y | +313.3% | -25.5% | +338.7% | +278.1% |
| All | +313.3% | -25.5% | +338.7% | +278.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling