+5,706.3%
ANET vs DD
+81.0%
+5,625.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +3.0% | -3.5% | +6.5% | +4.7% |
| 30D | -5.2% | -11.7% | +6.5% | +0.2% |
| 3M | +27.6% | -9.2% | +36.8% | +33.3% |
| 6M | +44.4% | -7.2% | +51.6% | +48.5% |
| YTD | +52.3% | +6.6% | +45.7% | +46.5% |
| 1Y | +30.4% | +32.0% | -1.6% | +12.7% |
| 3Y | +313.3% | +42.1% | +271.1% | +237.8% |
| 5Y | +810.0% | +58.1% | +752.0% | +606.4% |
| 10Y | +3,903.8% | +65.3% | +3,838.5% | +2,650.1% |
| All | +5,706.3% | +81.0% | +5,625.3% | +4,031.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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