+16.2%
ANET vs ABCL
+138.2%
-122.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +4.9% |
| 7D | -4.4% | -10.0% | +5.6% | -3.3% |
| 30D | -13.7% | -10.9% | -2.9% | -12.9% |
| 3M | -6.3% | +101.6% | -108.0% | -13.6% |
| 6M | +3.4% | +167.5% | -164.1% | -11.2% |
| YTD | +36.2% | +259.1% | -222.9% | +6.1% |
| 1Y | +16.2% | +152.2% | -135.9% | -0.4% |
| All | +16.2% | +138.2% | -122.0% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling