+30.4%
ANET vs CAPR
+37.0%
-6.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.6% |
| 7D | +3.0% | -11.0% | +14.0% | +3.0% |
| 30D | -5.2% | +99.8% | -104.9% | -5.2% |
| 3M | +27.6% | -66.6% | +94.2% | +28.0% |
| 6M | +44.4% | -75.1% | +119.5% | +45.0% |
| YTD | +52.3% | -71.0% | +123.3% | +52.9% |
| 1Y | +30.4% | +30.0% | +0.4% | +31.5% |
| All | +30.4% | +37.0% | -6.6% | +31.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling