+5,571.6%
ANET vs ADP
+406.4%
+5,165.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +2.5% |
| 7D | +3.0% | -5.5% | +8.5% | +6.2% |
| 30D | +3.3% | -1.2% | +4.6% | +3.6% |
| 3M | +24.7% | +17.9% | +6.8% | +10.7% |
| 6M | +46.7% | +20.3% | +26.4% | +27.5% |
| YTD | +48.8% | +5.8% | +43.0% | +39.3% |
| 1Y | +39.2% | -7.7% | +47.0% | +41.2% |
| 3Y | +296.9% | +14.7% | +282.2% | +242.9% |
| 5Y | +767.5% | +45.8% | +721.8% | +534.6% |
| 10Y | +3,734.5% | +270.5% | +3,464.0% | +1,346.9% |
| All | +5,571.6% | +406.4% | +5,165.2% | +1,271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling