+3,847.4%
ANET vs FTNT
+2,095.7%
+1,751.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.3% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -5.2% | -3.0% | -2.2% | -4.5% |
| 3M | +27.6% | +7.6% | +20.0% | +23.0% |
| 6M | +44.4% | +87.0% | -42.6% | +9.5% |
| YTD | +52.3% | +96.5% | -44.2% | +12.9% |
| 1Y | +30.4% | +92.9% | -62.5% | -2.7% |
| 3Y | +313.3% | +139.8% | +173.4% | +169.9% |
| 5Y | +810.0% | +151.3% | +658.7% | +441.6% |
| All | +3,847.4% | +2,095.7% | +1,751.7% | +742.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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