+5,282.4%
ANET vs BURL
+793.2%
+4,489.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.3% |
| 7D | +8.9% | +5.9% | +3.0% | +7.4% |
| 30D | -14.6% | -8.3% | -6.3% | -12.8% |
| 3M | -3.4% | -31.6% | +28.2% | +5.9% |
| 6M | +30.5% | -16.6% | +47.1% | +35.1% |
| YTD | +41.2% | -12.1% | +53.3% | +43.9% |
| 1Y | +34.8% | -10.0% | +44.8% | +35.6% |
| 3Y | +257.8% | +94.3% | +163.5% | +195.1% |
| 5Y | +466.9% | -13.2% | +480.2% | +441.9% |
| 10Y | +3,345.8% | +252.5% | +3,093.3% | +2,281.7% |
| All | +5,282.4% | +793.2% | +4,489.2% | +2,835.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling