+1,109.0%
ANET vs AVTR
+1.1%
+1,107.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | -2.0% | +0.8% | -0.8% |
| 30D | -4.5% | +8.1% | -12.5% | -6.3% |
| 3M | +24.5% | +54.2% | -29.7% | +10.3% |
| 6M | +35.4% | +82.6% | -47.2% | +13.9% |
| YTD | +44.2% | +29.8% | +14.4% | +32.2% |
| 1Y | +25.4% | +18.0% | +7.4% | +15.5% |
| 3Y | +284.8% | -26.4% | +311.2% | +288.9% |
| 5Y | +761.7% | -64.8% | +826.5% | +979.3% |
| All | +1,109.0% | +1.1% | +1,107.9% | +1,048.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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