+3,847.4%
ANET vs AVAV
+519.3%
+3,328.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.9% | +5.7% |
| 7D | +3.0% | +1.4% | +1.6% | +2.6% |
| 30D | -5.2% | -24.3% | +19.1% | +0.1% |
| 3M | +27.6% | -20.1% | +47.7% | +31.3% |
| 6M | +44.4% | -29.4% | +73.8% | +50.8% |
| YTD | +52.3% | -39.3% | +91.7% | +60.6% |
| 1Y | +30.4% | -39.3% | +69.7% | +36.4% |
| 3Y | +313.3% | +29.5% | +283.8% | +253.6% |
| 5Y | +810.0% | +56.3% | +753.7% | +613.2% |
| All | +3,847.4% | +519.3% | +3,328.1% | +2,184.0% |
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