+37.3%
ANET vs BG
+50.1%
-12.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | -0.8% | +2.8% | -3.6% | -1.3% |
| 30D | -1.8% | +12.0% | -13.8% | -3.7% |
| 3M | +16.7% | -7.7% | +24.4% | +17.5% |
| 6M | +43.7% | +4.5% | +39.2% | +44.7% |
| YTD | +47.9% | +35.7% | +12.2% | +52.4% |
| 1Y | +37.3% | +50.1% | -12.8% | +42.4% |
| All | +37.3% | +50.1% | -12.8% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling