+5,639.3%
ANET vs C
+249.1%
+5,390.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +15.5% | +4.2% | +11.3% | +13.5% |
| 30D | +1.0% | +2.0% | -1.0% | +0.4% |
| 3M | -3.1% | -10.1% | +7.0% | +2.0% |
| 6M | +40.2% | +1.0% | +39.2% | +40.1% |
| YTD | +50.6% | +8.5% | +42.1% | +45.4% |
| 1Y | +51.4% | +25.7% | +25.7% | +37.0% |
| 3Y | +275.3% | +216.0% | +59.3% | +127.5% |
| 5Y | +500.3% | +112.3% | +388.0% | +320.6% |
| 10Y | +3,564.1% | +217.8% | +3,346.3% | +1,801.8% |
| All | +5,639.3% | +249.1% | +5,390.2% | +2,809.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling