+5,571.6%
ANET vs D
+57.6%
+5,514.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +3.0% | +0.8% | +2.2% | +2.9% |
| 30D | +3.3% | -0.7% | +4.1% | +3.5% |
| 3M | +24.7% | +2.1% | +22.6% | +24.0% |
| 6M | +46.7% | +6.8% | +39.9% | +44.3% |
| YTD | +48.8% | +16.5% | +32.3% | +43.8% |
| 1Y | +39.2% | +19.2% | +20.1% | +33.7% |
| 3Y | +296.9% | +61.9% | +235.1% | +244.3% |
| 5Y | +767.5% | +6.5% | +761.0% | +754.1% |
| 10Y | +3,734.5% | +35.3% | +3,699.2% | +3,438.6% |
| All | +5,571.6% | +57.6% | +5,514.0% | +5,051.0% |
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