+853.3%
ANET vs ALC
+17.1%
+836.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.7% |
| 7D | -1.3% | -7.7% | +6.4% | +2.6% |
| 30D | -4.5% | -11.7% | +7.2% | +1.2% |
| 3M | +24.5% | +0.7% | +23.9% | +22.6% |
| 6M | +35.4% | -17.1% | +52.4% | +47.2% |
| YTD | +44.2% | -15.1% | +59.4% | +54.5% |
| 1Y | +25.4% | -14.1% | +39.5% | +33.0% |
| 3Y | +284.8% | -18.2% | +302.9% | +302.9% |
| 5Y | +761.7% | -19.2% | +780.9% | +795.6% |
| All | +853.3% | +17.1% | +836.3% | +621.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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