+5,706.3%
ANET vs BG
+126.0%
+5,580.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.4% | +6.0% |
| 7D | +3.0% | +3.1% | -0.1% | +2.3% |
| 30D | -5.2% | +10.2% | -15.4% | -7.2% |
| 3M | +27.6% | -1.7% | +29.3% | +27.7% |
| 6M | +44.4% | +1.0% | +43.4% | +43.6% |
| YTD | +52.3% | +39.9% | +12.4% | +41.8% |
| 1Y | +30.4% | +53.2% | -22.8% | +18.7% |
| 3Y | +313.3% | +16.3% | +297.0% | +292.3% |
| 5Y | +810.0% | +83.9% | +726.2% | +655.0% |
| 10Y | +3,903.8% | +165.1% | +3,738.7% | +2,705.4% |
| All | +5,706.3% | +126.0% | +5,580.2% | +4,238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling