+16.2%
ANET vs AFL
+18.6%
-2.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +4.0% | +5.7% |
| 7D | -4.4% | +2.9% | -7.3% | -2.7% |
| 30D | -13.7% | +11.5% | -25.2% | -8.1% |
| 3M | -6.3% | +0.6% | -6.9% | -5.4% |
| 6M | +3.4% | +11.7% | -8.3% | +10.5% |
| YTD | +36.2% | +15.4% | +20.8% | +47.7% |
| 1Y | +16.2% | +17.6% | -1.3% | +29.7% |
| All | +16.2% | +18.6% | -2.4% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 1y: compounded portfolio wealth divided by compounded AFL 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…
1y analysis · Full analysis span regression · 6 months rolling