+5,537.2%
ANET vs B
+247.7%
+5,289.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.4% |
| 7D | -0.8% | -1.6% | +0.8% | -0.7% |
| 30D | -1.8% | +9.4% | -11.2% | -2.6% |
| 3M | +16.7% | +5.0% | +11.7% | +16.1% |
| 6M | +43.7% | -3.5% | +47.3% | +43.4% |
| YTD | +47.9% | +4.5% | +43.4% | +46.8% |
| 1Y | +37.3% | +67.8% | -30.5% | +32.3% |
| 3Y | +292.7% | +196.7% | +96.0% | +266.1% |
| 5Y | +753.8% | +151.9% | +601.9% | +695.0% |
| 10Y | +3,730.1% | +202.2% | +3,528.0% | +3,506.2% |
| All | +5,537.2% | +247.7% | +5,289.5% | +6,042.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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