+5,537.2%
ANET vs BURL
+833.3%
+4,704.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.6% |
| 7D | -0.8% | -2.8% | +2.0% | -0.1% |
| 30D | -1.8% | -28.2% | +26.4% | +6.5% |
| 3M | +16.7% | -17.6% | +34.3% | +21.8% |
| 6M | +43.7% | -11.8% | +55.5% | +46.8% |
| YTD | +47.9% | -8.1% | +56.0% | +49.3% |
| 1Y | +37.3% | -12.0% | +49.2% | +39.0% |
| 3Y | +292.7% | +63.3% | +229.4% | +237.1% |
| 5Y | +753.8% | -10.8% | +764.7% | +710.9% |
| 10Y | +3,730.1% | +215.9% | +3,514.2% | +2,588.6% |
| All | +5,537.2% | +833.3% | +4,704.0% | +2,946.2% |
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