+202.0%
ANET vs BTSG
+389.4%
-187.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.2% |
| 7D | +3.0% | -3.3% | +6.3% | +3.9% |
| 30D | -5.2% | -1.6% | -3.6% | -4.9% |
| 3M | +27.6% | -6.9% | +34.5% | +28.5% |
| 6M | +44.4% | +42.1% | +2.3% | +27.3% |
| YTD | +52.3% | +56.8% | -4.5% | +30.6% |
| 1Y | +30.4% | +109.8% | -79.4% | +2.9% |
| All | +202.0% | +389.4% | -187.5% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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