+5,397.9%
ANET vs COST
+860.9%
+4,537.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.3% | -2.5% | +1.2% | +0.1% |
| 30D | -4.5% | -4.4% | 0.0% | -2.2% |
| 3M | +24.5% | -8.1% | +32.6% | +29.4% |
| 6M | +35.4% | -9.2% | +44.6% | +40.9% |
| YTD | +44.2% | +5.1% | +39.1% | +36.5% |
| 1Y | +25.4% | -5.1% | +30.5% | +25.6% |
| 3Y | +284.8% | +70.4% | +214.4% | +165.3% |
| 5Y | +761.7% | +104.7% | +657.0% | +428.4% |
| 10Y | +3,691.2% | +608.8% | +3,082.3% | +1,284.8% |
| All | +5,397.9% | +860.9% | +4,537.0% | +1,684.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling