+313.3%
ANET vs COST
+70.3%
+242.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.5% |
| 7D | +3.0% | -1.2% | +4.2% | +3.4% |
| 30D | -5.2% | -4.7% | -0.5% | -3.8% |
| 3M | +27.6% | -7.1% | +34.7% | +30.3% |
| 6M | +44.4% | -8.5% | +52.9% | +47.6% |
| YTD | +52.3% | +5.4% | +46.9% | +43.8% |
| 1Y | +30.4% | -5.6% | +36.0% | +30.7% |
| 3Y | +313.3% | +68.5% | +244.8% | +202.7% |
| All | +313.3% | +70.3% | +242.9% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 3y: compounded portfolio wealth divided by compounded COST 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…
3y analysis · Full analysis span regression · 6 months rolling