+5,397.9%
ANET vs FIS
-12.0%
+5,409.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.5% |
| 7D | -1.3% | -8.9% | +7.6% | +2.2% |
| 30D | -4.5% | -9.9% | +5.4% | -1.0% |
| 3M | +24.5% | 0.0% | +24.6% | +21.8% |
| 6M | +35.4% | -22.9% | +58.3% | +46.6% |
| YTD | +44.2% | -40.9% | +85.1% | +73.8% |
| 1Y | +25.4% | -40.4% | +65.8% | +49.6% |
| 3Y | +284.8% | -25.4% | +310.1% | +295.7% |
| 5Y | +761.7% | -64.8% | +826.5% | +1,131.7% |
| 10Y | +3,691.2% | -40.2% | +3,731.3% | +3,678.1% |
| All | +5,397.9% | -12.0% | +5,409.9% | +3,939.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling