+5,512.5%
ANET vs ACM
+105.4%
+5,407.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.0% | +0.2% |
| 7D | +3.7% | -3.7% | +7.3% | +5.3% |
| 30D | +0.7% | -12.7% | +13.4% | +5.4% |
| 3M | +26.8% | -9.8% | +36.6% | +30.1% |
| 6M | +40.7% | -31.4% | +72.0% | +61.9% |
| YTD | +47.2% | -32.1% | +79.3% | +69.0% |
| 1Y | +36.0% | -47.8% | +83.8% | +74.8% |
| 3Y | +292.8% | -22.1% | +314.9% | +325.1% |
| 5Y | +761.9% | +1.8% | +760.2% | +737.7% |
| 10Y | +3,770.2% | +132.5% | +3,637.7% | +2,427.3% |
| All | +5,512.5% | +105.4% | +5,407.1% | +3,873.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling