+3,847.4%
ANET vs AMCR
+14.6%
+3,832.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.2% | +6.1% |
| 7D | +3.0% | -6.3% | +9.3% | +4.9% |
| 30D | -5.2% | -7.8% | +2.6% | -3.1% |
| 3M | +27.6% | +7.5% | +20.1% | +23.8% |
| 6M | +44.4% | +2.7% | +41.7% | +41.2% |
| YTD | +52.3% | +6.0% | +46.3% | +45.9% |
| 1Y | +30.4% | +7.8% | +22.6% | +23.8% |
| 3Y | +313.3% | +5.8% | +307.5% | +284.7% |
| 5Y | +810.0% | -11.6% | +821.6% | +808.7% |
| All | +3,847.4% | +14.6% | +3,832.8% | +3,126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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