+3,494.0%
ANET vs AVAV
+315.4%
+3,178.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.7% | -1.8% | -3.9% |
| 7D | +15.5% | +4.2% | +11.3% | +14.5% |
| 30D | +1.0% | -2.6% | +3.5% | +1.4% |
| 3M | -3.1% | -38.0% | +34.9% | +6.2% |
| 6M | +40.2% | -27.0% | +67.2% | +45.5% |
| YTD | +50.6% | -51.4% | +102.0% | +65.6% |
| 1Y | +51.4% | -60.2% | +111.6% | +73.5% |
| 3Y | +275.3% | -6.7% | +281.9% | +242.4% |
| 5Y | +500.3% | +28.3% | +472.0% | +387.9% |
| All | +3,494.0% | +315.4% | +3,178.6% | +2,088.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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