+921.6%
ANET vs COMP
-51.7%
+973.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.7% | +3.6% | +6.0% |
| 7D | +10.2% | +2.2% | +8.0% | +10.0% |
| 30D | -6.7% | +16.3% | -23.1% | -8.4% |
| 3M | -0.6% | -19.1% | +18.6% | +1.5% |
| 6M | +44.2% | +17.1% | +27.0% | +40.2% |
| YTD | +50.1% | -2.9% | +53.0% | +47.5% |
| 1Y | +45.8% | +8.8% | +37.0% | +41.0% |
| 3Y | +280.4% | +423.5% | -143.1% | +185.3% |
| 5Y | +503.5% | -10.5% | +514.0% | +420.8% |
| All | +921.6% | -51.7% | +973.3% | +795.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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