+761.7%
ANET vs CAPR
+66.0%
+695.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -2.0% |
| 7D | -1.3% | -10.6% | +9.3% | -1.2% |
| 30D | -4.5% | +111.2% | -115.7% | -5.5% |
| 3M | +24.5% | -67.2% | +91.8% | +25.4% |
| 6M | +35.4% | -75.1% | +110.5% | +36.7% |
| YTD | +44.2% | -71.2% | +115.5% | +45.3% |
| 1Y | +25.4% | +31.1% | -5.7% | +20.1% |
| 3Y | +284.8% | +31.3% | +253.4% | +241.0% |
| 5Y | +761.7% | +69.4% | +692.3% | +615.1% |
| All | +761.7% | +66.0% | +695.7% | +615.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling