+3,847.4%
ANET vs ACM
+134.0%
+3,713.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.2% |
| 7D | +3.0% | -4.6% | +7.6% | +5.0% |
| 30D | -5.2% | +4.1% | -9.3% | -7.1% |
| 3M | +27.6% | -8.3% | +35.9% | +30.0% |
| 6M | +44.4% | -30.1% | +74.4% | +65.0% |
| YTD | +52.3% | -32.6% | +84.9% | +75.6% |
| 1Y | +30.4% | -49.6% | +80.0% | +70.7% |
| 3Y | +313.3% | -23.0% | +336.3% | +350.2% |
| 5Y | +810.0% | +2.0% | +808.0% | +787.7% |
| All | +3,847.4% | +134.0% | +3,713.4% | +2,759.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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