+5,397.9%
ANET vs FLR
-22.3%
+5,420.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | -1.3% | -6.9% | +5.6% | +0.1% |
| 30D | -4.5% | +1.1% | -5.6% | -4.8% |
| 3M | +24.5% | +14.3% | +10.2% | +20.8% |
| 6M | +35.4% | +19.1% | +16.3% | +29.7% |
| YTD | +44.2% | +35.1% | +9.1% | +34.8% |
| 1Y | +25.4% | +29.5% | -4.1% | +17.9% |
| 3Y | +284.8% | +53.0% | +231.8% | +252.4% |
| 5Y | +761.7% | +238.9% | +522.8% | +599.4% |
| 10Y | +3,691.2% | +17.4% | +3,673.8% | +3,850.1% |
| All | +5,397.9% | -22.3% | +5,420.2% | +7,809.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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