+936.7%
ANET vs COMP
-50.5%
+987.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.8% | +1.9% | +5.2% |
| 7D | +3.0% | -5.5% | +8.5% | +3.7% |
| 30D | -5.2% | -17.4% | +12.3% | -3.2% |
| 3M | +27.6% | +24.4% | +3.2% | +23.8% |
| 6M | +44.4% | +21.8% | +22.6% | +38.6% |
| YTD | +52.3% | -0.6% | +52.9% | +49.5% |
| 1Y | +30.4% | +11.5% | +19.0% | +25.5% |
| 3Y | +313.3% | +220.4% | +92.8% | +230.9% |
| 5Y | +810.0% | -26.6% | +836.6% | +686.8% |
| All | +936.7% | -50.5% | +987.2% | +808.0% |
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