+5,639.3%
ANET vs D
+61.0%
+5,578.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | +15.5% | -1.4% | +16.9% | +15.8% |
| 30D | +1.0% | +7.7% | -6.8% | -0.6% |
| 3M | -3.1% | -0.3% | -2.8% | -3.2% |
| 6M | +40.2% | +10.1% | +30.2% | +37.0% |
| YTD | +50.6% | +19.1% | +31.5% | +44.7% |
| 1Y | +51.4% | +15.9% | +35.5% | +46.1% |
| 3Y | +275.3% | +75.0% | +200.3% | +219.2% |
| 5Y | +500.3% | +13.4% | +487.0% | +480.0% |
| 10Y | +3,564.1% | +47.5% | +3,516.6% | +3,232.3% |
| All | +5,639.3% | +61.0% | +5,578.3% | +5,082.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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