+3,637.8%
ANET vs BABA
+18.5%
+3,619.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | -1.3% | -2.9% | +1.6% | -0.6% |
| 30D | -4.5% | -15.1% | +10.6% | -1.0% |
| 3M | +24.5% | -5.0% | +29.6% | +25.3% |
| 6M | +35.4% | -19.9% | +55.3% | +41.1% |
| YTD | +44.2% | -25.3% | +69.5% | +52.6% |
| 1Y | +25.4% | -23.9% | +49.3% | +31.3% |
| 3Y | +284.8% | +28.1% | +256.7% | +244.0% |
| 5Y | +761.7% | -31.4% | +793.1% | +760.3% |
| All | +3,637.8% | +18.5% | +3,619.3% | +2,670.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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