+5,512.5%
ANET vs BP
+84.1%
+5,428.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | +3.7% | +4.0% | -0.3% | +2.5% |
| 30D | +0.7% | +7.8% | -7.1% | -1.6% |
| 3M | +26.8% | +8.4% | +18.4% | +23.1% |
| 6M | +40.7% | +15.1% | +25.6% | +33.6% |
| YTD | +47.2% | +36.4% | +10.8% | +32.3% |
| 1Y | +36.0% | +40.9% | -4.9% | +20.7% |
| 3Y | +292.8% | +38.8% | +253.9% | +245.7% |
| 5Y | +761.9% | +141.1% | +620.9% | +530.2% |
| 10Y | +3,770.2% | +133.9% | +3,636.3% | +2,572.4% |
| All | +5,512.5% | +84.1% | +5,428.4% | +4,435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling