+3,494.0%
ANET vs DECK
+753.0%
+2,741.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.2% | -5.3% |
| 7D | +15.5% | +0.1% | +15.4% | +15.3% |
| 30D | +1.0% | +4.8% | -3.9% | -0.7% |
| 3M | -3.1% | -6.9% | +3.8% | -1.6% |
| 6M | +40.2% | -7.6% | +47.8% | +41.0% |
| YTD | +50.6% | -16.3% | +66.8% | +53.7% |
| 1Y | +51.4% | +4.5% | +46.9% | +43.8% |
| 3Y | +275.3% | -17.1% | +292.4% | +264.1% |
| 5Y | +500.3% | +21.9% | +478.5% | +395.0% |
| All | +3,494.0% | +753.0% | +2,741.0% | +1,881.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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