+990.3%
ANET vs ABCL
-82.9%
+1,073.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -1.5% |
| 7D | -1.3% | -9.6% | +8.3% | -0.2% |
| 30D | -4.5% | +7.2% | -11.7% | -5.5% |
| 3M | +24.5% | +105.5% | -81.0% | +13.1% |
| 6M | +35.4% | +193.0% | -157.6% | +17.0% |
| YTD | +44.2% | +205.8% | -161.6% | +23.1% |
| 1Y | +25.4% | +144.4% | -119.0% | +9.3% |
| 3Y | +284.8% | +93.3% | +191.4% | +228.4% |
| 5Y | +761.7% | -44.9% | +806.6% | +682.3% |
| All | +990.3% | -82.9% | +1,073.2% | +995.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling