+3,847.4%
ANET vs ALK
-35.7%
+3,883.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +5.0% |
| 7D | +3.0% | -2.1% | +5.1% | +3.5% |
| 30D | -5.2% | -13.1% | +7.9% | -1.9% |
| 3M | +27.6% | -11.8% | +39.4% | +31.0% |
| 6M | +44.4% | -0.4% | +44.8% | +41.7% |
| YTD | +52.3% | -18.2% | +70.5% | +56.3% |
| 1Y | +30.4% | -35.5% | +66.0% | +41.4% |
| 3Y | +313.3% | +1.8% | +311.4% | +284.4% |
| 5Y | +810.0% | -26.6% | +836.6% | +804.0% |
| All | +3,847.4% | -35.7% | +3,883.1% | +3,815.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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