+791.3%
ANET vs ADP
+47.2%
+744.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.5% |
| 7D | +3.0% | -3.4% | +6.4% | +4.3% |
| 30D | -5.2% | -0.4% | -4.8% | -5.3% |
| 3M | +27.6% | +19.7% | +7.9% | +15.8% |
| 6M | +44.4% | +27.9% | +16.4% | +25.7% |
| YTD | +52.3% | +5.9% | +46.4% | +46.6% |
| 1Y | +30.4% | -7.5% | +37.9% | +35.5% |
| 3Y | +313.3% | +15.4% | +297.9% | +266.3% |
| All | +791.3% | +47.2% | +744.1% | +526.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling