+5,571.6%
ANET vs CAPR
-80.7%
+5,652.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.7% |
| 7D | +3.0% | -9.5% | +12.5% | +3.2% |
| 30D | +3.3% | +121.5% | -118.2% | +1.3% |
| 3M | +24.7% | -65.4% | +90.0% | +25.7% |
| 6M | +46.7% | -67.5% | +114.2% | +48.0% |
| YTD | +48.8% | -68.6% | +117.4% | +50.0% |
| 1Y | +39.2% | +42.7% | -3.4% | +29.1% |
| 3Y | +296.9% | +43.4% | +253.6% | +253.5% |
| 5Y | +767.5% | +86.0% | +681.5% | +653.3% |
| 10Y | +3,734.5% | -77.4% | +3,811.9% | +3,081.9% |
| All | +5,571.6% | -80.7% | +5,652.3% | +4,485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling