+5,512.5%
ANET vs AG
+147.6%
+5,364.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | +3.7% | -0.1% | +3.8% | +3.7% |
| 30D | +0.7% | +12.5% | -11.7% | -0.4% |
| 3M | +26.8% | +28.2% | -1.4% | +23.8% |
| 6M | +40.7% | -18.8% | +59.5% | +41.8% |
| YTD | +47.2% | +27.4% | +19.9% | +42.5% |
| 1Y | +36.0% | +132.2% | -96.2% | +25.4% |
| 3Y | +292.8% | +286.9% | +5.9% | +244.4% |
| 5Y | +761.9% | +72.8% | +689.2% | +674.9% |
| 10Y | +3,770.2% | +74.6% | +3,695.6% | +3,347.4% |
| All | +5,512.5% | +147.6% | +5,364.9% | +5,183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling