+5,512.5%
ANET vs ALM
+871.9%
+4,640.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | +3.7% | +3.6% | +0.1% | +3.5% |
| 30D | +0.7% | +33.8% | -33.1% | -0.5% |
| 3M | +26.8% | +14.8% | +12.0% | +25.8% |
| 6M | +40.7% | -7.0% | +47.6% | +40.0% |
| YTD | +47.2% | +108.1% | -60.8% | +43.5% |
| 1Y | +36.0% | +313.8% | -277.8% | +29.9% |
| 3Y | +292.8% | +2,227.6% | -1,934.8% | +257.7% |
| 5Y | +761.9% | +956.6% | -194.7% | +693.3% |
| 10Y | +3,770.2% | +3,082.3% | +687.9% | +3,511.5% |
| All | +5,512.5% | +871.9% | +4,640.6% | +4,739.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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