+742.6%
ANET vs BROS
+33.7%
+708.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.3% | -1.4% |
| 7D | -1.3% | -6.1% | +4.8% | -0.2% |
| 30D | -4.5% | -12.4% | +7.9% | -2.3% |
| 3M | +24.5% | -27.9% | +52.5% | +30.7% |
| 6M | +35.4% | -16.8% | +52.2% | +37.7% |
| YTD | +44.2% | -29.0% | +73.3% | +50.5% |
| 1Y | +25.4% | -33.2% | +58.6% | +31.7% |
| 3Y | +284.8% | +56.8% | +228.0% | +244.0% |
| All | +742.6% | +33.7% | +708.9% | +643.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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