+3,847.4%
ANET vs ALLY
+189.7%
+3,657.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | -3.8% | +6.8% | +4.2% |
| 30D | -5.2% | -4.9% | -0.3% | -3.7% |
| 3M | +27.6% | -2.6% | +30.2% | +28.6% |
| 6M | +44.4% | +15.7% | +28.6% | +36.9% |
| YTD | +52.3% | -5.2% | +57.5% | +53.6% |
| 1Y | +30.4% | +2.8% | +27.6% | +27.6% |
| 3Y | +313.3% | +63.4% | +249.8% | +244.9% |
| 5Y | +810.0% | -2.6% | +812.6% | +757.7% |
| All | +3,847.4% | +189.7% | +3,657.7% | +2,587.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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