+3,494.0%
ANET vs ACGL
+324.4%
+3,169.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.9% | -4.6% |
| 7D | +15.5% | +2.2% | +13.3% | +14.8% |
| 30D | +1.0% | +12.3% | -11.3% | -3.0% |
| 3M | -3.1% | +11.8% | -14.9% | -7.0% |
| 6M | +40.2% | +17.5% | +22.8% | +31.4% |
| YTD | +50.6% | +14.3% | +36.3% | +41.1% |
| 1Y | +51.4% | +18.2% | +33.2% | +40.1% |
| 3Y | +275.3% | +33.2% | +242.1% | +220.7% |
| 5Y | +500.3% | +174.3% | +326.0% | +267.4% |
| All | +3,494.0% | +324.4% | +3,169.7% | +1,805.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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