+3,847.4%
ANET vs AME
+445.1%
+3,402.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.3% | +2.4% | +3.2% |
| 7D | +3.0% | +1.7% | +1.3% | +1.7% |
| 30D | -5.2% | -6.4% | +1.3% | -0.2% |
| 3M | +27.6% | +7.1% | +20.5% | +22.4% |
| 6M | +44.4% | +8.2% | +36.2% | +36.6% |
| YTD | +52.3% | +18.2% | +34.2% | +34.8% |
| 1Y | +30.4% | +26.7% | +3.7% | +9.0% |
| 3Y | +313.3% | +60.7% | +252.6% | +189.2% |
| 5Y | +810.0% | +91.6% | +718.4% | +459.4% |
| All | +3,847.4% | +445.1% | +3,402.3% | +1,263.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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