+3,847.4%
ANET vs CAPR
-78.4%
+3,925.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.6% |
| 7D | +3.0% | -11.0% | +14.0% | +3.2% |
| 30D | -5.2% | +99.8% | -104.9% | -6.7% |
| 3M | +27.6% | -66.6% | +94.2% | +28.6% |
| 6M | +44.4% | -75.1% | +119.5% | +46.2% |
| YTD | +52.3% | -71.0% | +123.3% | +53.7% |
| 1Y | +30.4% | +30.0% | +0.4% | +22.3% |
| 3Y | +313.3% | +29.0% | +284.3% | +274.0% |
| 5Y | +810.0% | +70.8% | +739.2% | +704.5% |
| All | +3,847.4% | -78.4% | +3,925.8% | +3,211.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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