+299.5%
ANET vs CAPR
+36.9%
+262.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -1.0% |
| 7D | +3.7% | -12.6% | +16.3% | +3.8% |
| 30D | +0.7% | +124.4% | -123.7% | +0.1% |
| 3M | +26.8% | -66.8% | +93.6% | +27.5% |
| 6M | +40.7% | -71.8% | +112.4% | +41.5% |
| YTD | +47.2% | -70.1% | +117.3% | +48.0% |
| 1Y | +36.0% | +33.3% | +2.6% | +32.8% |
| All | +299.5% | +36.9% | +262.5% | +273.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling