+3,847.4%
ANET vs DAR
+366.1%
+3,481.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.9% | +7.5% | +6.1% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | -5.2% | +2.6% | -7.8% | -6.2% |
| 3M | +27.6% | +14.2% | +13.4% | +22.6% |
| 6M | +44.4% | +17.2% | +27.2% | +37.7% |
| YTD | +52.3% | +80.9% | -28.5% | +29.2% |
| 1Y | +30.4% | +104.0% | -73.6% | +6.5% |
| 3Y | +313.3% | +3.6% | +309.6% | +292.8% |
| 5Y | +810.0% | -7.8% | +817.8% | +768.4% |
| All | +3,847.4% | +366.1% | +3,481.3% | +2,043.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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