+3,847.4%
ANET vs AG
+68.4%
+3,779.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.5% | +5.9% |
| 7D | +3.0% | -6.7% | +9.7% | +3.7% |
| 30D | -5.2% | +2.2% | -7.4% | -5.6% |
| 3M | +27.6% | +15.7% | +11.9% | +25.3% |
| 6M | +44.4% | -23.8% | +68.2% | +46.7% |
| YTD | +52.3% | +17.6% | +34.7% | +47.5% |
| 1Y | +30.4% | +88.6% | -58.2% | +20.5% |
| 3Y | +313.3% | +253.4% | +59.8% | +255.0% |
| 5Y | +810.0% | +62.4% | +747.6% | +703.9% |
| All | +3,847.4% | +68.4% | +3,779.0% | +3,397.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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