+3,847.4%
ANET vs ALB
+78.3%
+3,769.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.4% | +9.0% | +6.5% |
| 7D | +3.0% | -6.6% | +9.6% | +4.7% |
| 30D | -5.2% | -8.1% | +2.9% | -3.5% |
| 3M | +27.6% | -25.7% | +53.3% | +36.7% |
| 6M | +44.4% | -29.5% | +73.8% | +55.2% |
| YTD | +52.3% | -16.2% | +68.5% | +55.7% |
| 1Y | +30.4% | +59.2% | -28.8% | +11.3% |
| 3Y | +313.3% | -33.7% | +347.0% | +313.3% |
| 5Y | +810.0% | -48.1% | +858.1% | +832.3% |
| All | +3,847.4% | +78.3% | +3,769.1% | +2,562.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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