+5,397.9%
ANET vs A
+278.1%
+5,119.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.4% |
| 7D | -1.3% | -4.6% | +3.3% | +1.4% |
| 30D | -4.5% | -4.3% | -0.2% | -2.4% |
| 3M | +24.5% | +8.9% | +15.6% | +17.4% |
| 6M | +35.4% | +24.5% | +10.8% | +15.8% |
| YTD | +44.2% | +5.8% | +38.4% | +35.6% |
| 1Y | +25.4% | +16.2% | +9.2% | +10.7% |
| 3Y | +284.8% | +28.5% | +256.3% | +206.0% |
| 5Y | +761.7% | -16.3% | +778.0% | +787.7% |
| 10Y | +3,691.2% | +244.9% | +3,446.2% | +1,332.9% |
| All | +5,397.9% | +278.1% | +5,119.8% | +2,103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling