+5,512.5%
ANET vs ADM
+174.7%
+5,337.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.5% | -1.8% |
| 7D | +3.7% | +1.4% | +2.3% | +3.2% |
| 30D | +0.7% | +8.2% | -7.5% | -1.9% |
| 3M | +26.8% | +8.7% | +18.1% | +23.1% |
| 6M | +40.7% | +29.1% | +11.6% | +29.0% |
| YTD | +47.2% | +53.7% | -6.4% | +27.3% |
| 1Y | +36.0% | +43.2% | -7.3% | +19.8% |
| 3Y | +292.8% | +21.4% | +271.4% | +255.6% |
| 5Y | +761.9% | +67.1% | +694.8% | +553.7% |
| 10Y | +3,770.2% | +176.6% | +3,593.6% | +2,082.4% |
| All | +5,512.5% | +174.7% | +5,337.8% | +3,072.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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