+299.5%
ANET vs USFD
+149.2%
+150.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.4% | +0.9% |
| 7D | +3.7% | -7.0% | +10.7% | +6.3% |
| 30D | +0.7% | -10.3% | +11.0% | +4.6% |
| 3M | +26.8% | +9.2% | +17.6% | +20.8% |
| 6M | +40.7% | +7.4% | +33.2% | +34.4% |
| YTD | +47.2% | +29.4% | +17.9% | +24.7% |
| 1Y | +36.0% | +24.8% | +11.1% | +17.2% |
| All | +299.5% | +149.2% | +150.3% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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