+3,847.4%
ANET vs ADP
+286.3%
+3,561.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.1% |
| 7D | +3.0% | -2.8% | +5.8% | +4.5% |
| 30D | -5.2% | +0.2% | -5.4% | -5.6% |
| 3M | +27.6% | +20.5% | +7.1% | +12.7% |
| 6M | +44.4% | +28.8% | +15.6% | +21.6% |
| YTD | +52.3% | +6.6% | +45.7% | +42.7% |
| 1Y | +30.4% | -6.9% | +37.3% | +31.9% |
| 3Y | +313.3% | +16.1% | +297.1% | +257.3% |
| 5Y | +810.0% | +49.3% | +760.7% | +565.8% |
| All | +3,847.4% | +286.3% | +3,561.1% | +1,765.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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