+275.3%
ANET vs BABA
+21.2%
+254.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +15.5% | -13.8% | +29.3% | +18.6% |
| 30D | +1.0% | -15.1% | +16.1% | +3.9% |
| 3M | -3.1% | -22.7% | +19.6% | +1.3% |
| 6M | +40.2% | -34.7% | +74.9% | +50.6% |
| YTD | +50.6% | -35.0% | +85.6% | +61.5% |
| 1Y | +51.4% | -40.4% | +91.8% | +64.8% |
| 3Y | +275.3% | +21.9% | +253.4% | +263.4% |
| All | +275.3% | +21.2% | +254.1% | +263.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling