+3,847.4%
ANET vs A
+256.4%
+3,591.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.7% | +2.9% | +4.1% |
| 7D | +3.0% | -2.6% | +5.6% | +4.5% |
| 30D | -5.2% | -0.9% | -4.3% | -4.9% |
| 3M | +27.6% | +13.6% | +14.0% | +17.8% |
| 6M | +44.4% | +27.8% | +16.6% | +22.4% |
| YTD | +52.3% | +8.6% | +43.7% | +41.6% |
| 1Y | +30.4% | +16.9% | +13.5% | +15.5% |
| 3Y | +313.3% | +32.9% | +280.3% | +224.5% |
| 5Y | +810.0% | -14.1% | +824.1% | +827.7% |
| All | +3,847.4% | +256.4% | +3,591.0% | +1,674.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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