+275.3%
ANET vs BURL
+87.4%
+187.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -3.4% |
| 7D | +15.5% | -1.6% | +17.1% | +16.2% |
| 30D | +1.0% | -7.7% | +8.7% | +3.5% |
| 3M | -3.1% | -31.7% | +28.5% | +8.5% |
| 6M | +40.2% | -15.2% | +55.4% | +44.5% |
| YTD | +50.6% | -15.9% | +66.5% | +55.2% |
| 1Y | +51.4% | -14.2% | +65.6% | +53.5% |
| 3Y | +275.3% | +93.5% | +181.8% | +250.1% |
| All | +275.3% | +87.4% | +187.9% | +250.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling