+3,847.4%
ANET vs C
+302.1%
+3,545.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.5% |
| 7D | +3.0% | +0.8% | +2.2% | +2.6% |
| 30D | -5.2% | +0.9% | -6.1% | -5.6% |
| 3M | +27.6% | +1.1% | +26.6% | +27.1% |
| 6M | +44.4% | +28.4% | +16.0% | +29.6% |
| YTD | +52.3% | +20.8% | +31.6% | +40.2% |
| 1Y | +30.4% | +43.4% | -13.0% | +11.0% |
| 3Y | +313.3% | +274.9% | +38.4% | +137.6% |
| 5Y | +810.0% | +136.7% | +673.3% | +513.3% |
| All | +3,847.4% | +302.1% | +3,545.3% | +1,992.9% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 10y: compounded portfolio wealth divided by compounded C 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…
10y analysis · Full analysis span regression · 6 months rolling