+5,639.3%
ANET vs ALLY
+117.3%
+5,522.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.8% |
| 7D | +15.5% | +0.4% | +15.1% | +15.4% |
| 30D | +1.0% | +5.2% | -4.3% | -0.8% |
| 3M | -3.1% | -13.3% | +10.2% | +1.4% |
| 6M | +40.2% | -6.7% | +46.9% | +42.8% |
| YTD | +50.6% | -12.8% | +63.4% | +56.0% |
| 1Y | +51.4% | +0.7% | +50.7% | +49.5% |
| 3Y | +275.3% | +65.2% | +210.1% | +209.7% |
| 5Y | +500.3% | -10.1% | +510.5% | +481.5% |
| 10Y | +3,564.1% | +177.0% | +3,387.2% | +2,078.4% |
| All | +5,639.3% | +117.3% | +5,522.1% | +3,587.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling