+924.7%
ANET vs COMP
-52.0%
+976.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -4.7% |
| 7D | +15.5% | 0.0% | +15.5% | +15.5% |
| 30D | +1.0% | +16.6% | -15.6% | -0.9% |
| 3M | -3.1% | -23.5% | +20.4% | -0.4% |
| 6M | +40.2% | +25.7% | +14.5% | +35.2% |
| YTD | +50.6% | -3.4% | +54.0% | +48.0% |
| 1Y | +51.4% | +7.6% | +43.8% | +46.6% |
| 3Y | +275.3% | +423.6% | -148.3% | +181.4% |
| 5Y | +500.3% | -10.6% | +510.9% | +418.2% |
| All | +924.7% | -52.0% | +976.7% | +798.6% |
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