+313.3%
ANET vs BP
+38.9%
+274.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +3.0% | +5.2% | -2.2% | +2.0% |
| 30D | -5.2% | +8.7% | -13.9% | -6.8% |
| 3M | +27.6% | +9.3% | +18.3% | +25.2% |
| 6M | +44.4% | +13.6% | +30.8% | +39.8% |
| YTD | +52.3% | +37.7% | +14.7% | +39.5% |
| 1Y | +30.4% | +40.6% | -10.2% | +18.3% |
| 3Y | +313.3% | +40.3% | +272.9% | +264.2% |
| All | +313.3% | +38.9% | +274.3% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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