+33.7%
ANET vs FRMI
-78.1%
+111.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +5.4% |
| 7D | +3.0% | +7.4% | -4.4% | +2.2% |
| 30D | -5.2% | -27.6% | +22.4% | -2.2% |
| 3M | +27.6% | -20.9% | +48.5% | +28.9% |
| 6M | +44.4% | -36.6% | +81.0% | +47.8% |
| YTD | +52.3% | -31.3% | +83.6% | +53.6% |
| All | +33.7% | -78.1% | +111.8% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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