+5,537.2%
ANET vs ALLE
+229.3%
+5,307.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -1.8% | -6.8% | +5.0% | +1.7% |
| 3M | +16.7% | +21.0% | -4.3% | +4.6% |
| 6M | +43.7% | +1.1% | +42.6% | +41.2% |
| YTD | +47.9% | -0.5% | +48.4% | +45.3% |
| 1Y | +37.3% | -7.3% | +44.5% | +39.8% |
| 3Y | +292.7% | +42.3% | +250.5% | +206.2% |
| 5Y | +753.8% | +13.5% | +740.4% | +642.5% |
| 10Y | +3,730.1% | +144.0% | +3,586.1% | +1,862.1% |
| All | +5,537.2% | +229.3% | +5,307.9% | +2,397.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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