+4,231.2%
ANET vs USFD
+325.1%
+3,906.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | +3.0% | -3.3% | +6.4% | +4.0% |
| 30D | +3.3% | -5.3% | +8.7% | +4.9% |
| 3M | +24.7% | +18.8% | +5.9% | +18.3% |
| 6M | +46.7% | +14.3% | +32.4% | +40.3% |
| YTD | +48.8% | +36.9% | +11.9% | +34.4% |
| 1Y | +39.2% | +31.7% | +7.5% | +26.9% |
| 3Y | +296.9% | +164.5% | +132.5% | +200.7% |
| 5Y | +767.5% | +212.6% | +555.0% | +526.8% |
| 10Y | +3,734.5% | +329.7% | +3,404.8% | +2,403.4% |
| All | +4,231.2% | +325.1% | +3,906.1% | +2,760.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling