+5,537.2%
ANET vs ALLY
+145.8%
+5,391.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -0.8% | +3.7% | -4.5% | -2.0% |
| 30D | -1.8% | -2.3% | +0.5% | -1.0% |
| 3M | +16.7% | +3.8% | +12.9% | +15.1% |
| 6M | +43.7% | +9.7% | +34.0% | +38.5% |
| YTD | +47.9% | -1.4% | +49.3% | +47.3% |
| 1Y | +37.3% | +8.2% | +29.0% | +31.9% |
| 3Y | +292.7% | +66.5% | +226.3% | +222.3% |
| 5Y | +753.8% | +1.2% | +752.6% | +693.1% |
| 10Y | +3,730.1% | +191.4% | +3,538.7% | +2,158.4% |
| All | +5,537.2% | +145.8% | +5,391.5% | +3,381.5% |
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