+3,847.4%
ANET vs COO
+17.0%
+3,830.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.8% |
| 7D | +3.0% | -22.5% | +25.5% | +13.7% |
| 30D | -5.2% | -29.7% | +24.6% | +8.9% |
| 3M | +27.6% | -20.1% | +47.8% | +37.6% |
| 6M | +44.4% | -26.9% | +71.3% | +61.0% |
| YTD | +52.3% | -34.2% | +86.5% | +77.7% |
| 1Y | +30.4% | -21.3% | +51.7% | +38.9% |
| 3Y | +313.3% | -38.7% | +351.9% | +371.2% |
| 5Y | +810.0% | -52.2% | +862.2% | +1,067.5% |
| All | +3,847.4% | +17.0% | +3,830.4% | +2,902.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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