+1,092.1%
ANET vs ABCL
-81.0%
+1,173.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.8% | +7.8% | +5.4% |
| 7D | +29.8% | +4.4% | +25.4% | +29.2% |
| 30D | +1.0% | -7.9% | +8.9% | +2.0% |
| 3M | -1.8% | +12.2% | -14.1% | -3.5% |
| 6M | +45.0% | +134.7% | -89.8% | +29.2% |
| YTD | +57.7% | +239.8% | -182.1% | +33.0% |
| 1Y | +53.1% | +192.7% | -139.6% | +31.2% |
| 3Y | +299.6% | +187.6% | +112.0% | +227.4% |
| 5Y | +528.8% | -22.6% | +551.4% | +461.1% |
| All | +1,092.1% | -81.0% | +1,173.0% | +1,083.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling