+3,847.4%
ANET vs CMCSA
+7.4%
+3,840.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -4.9% | +7.9% | +4.6% |
| 30D | -5.2% | -1.1% | -4.1% | -5.2% |
| 3M | +27.6% | +6.6% | +21.1% | +23.6% |
| 6M | +44.4% | -15.5% | +59.9% | +50.1% |
| YTD | +52.3% | -6.7% | +59.0% | +51.9% |
| 1Y | +30.4% | -15.6% | +46.0% | +34.7% |
| 3Y | +313.3% | -33.7% | +346.9% | +360.6% |
| 5Y | +810.0% | -46.6% | +856.7% | +992.7% |
| All | +3,847.4% | +7.4% | +3,840.0% | +3,341.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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