+36.0%
ANET vs BURL
-17.0%
+52.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.4% | +5.3% | -0.1% |
| 7D | +3.7% | -7.0% | +10.6% | +4.8% |
| 30D | +0.7% | -35.6% | +36.4% | +7.6% |
| 3M | +26.8% | -26.3% | +53.1% | +31.6% |
| 6M | +40.7% | -20.7% | +61.3% | +43.4% |
| YTD | +47.2% | -17.2% | +64.4% | +49.6% |
| 1Y | +36.0% | -15.0% | +51.0% | +43.7% |
| All | +36.0% | -17.0% | +52.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling