+902.1%
ANET vs ALHC
-29.3%
+931.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +3.0% | -1.0% | +4.0% | +3.1% |
| 30D | +3.3% | -6.3% | +9.7% | +3.8% |
| 3M | +24.7% | -12.3% | +37.0% | +24.0% |
| 6M | +46.7% | -27.0% | +73.7% | +48.0% |
| YTD | +48.8% | -31.8% | +80.6% | +50.9% |
| 1Y | +39.2% | -17.0% | +56.3% | +38.5% |
| 3Y | +296.9% | +159.8% | +137.1% | +230.6% |
| 5Y | +767.5% | -25.1% | +792.7% | +691.1% |
| All | +902.1% | -29.3% | +931.5% | +782.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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