+3,847.4%
ANET vs EAT
+374.9%
+3,472.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.8% |
| 7D | +3.0% | -7.7% | +10.7% | +4.5% |
| 30D | -5.2% | -13.6% | +8.4% | -2.6% |
| 3M | +27.6% | +33.9% | -6.3% | +20.2% |
| 6M | +44.4% | +47.2% | -2.8% | +32.7% |
| YTD | +52.3% | +48.1% | +4.3% | +39.4% |
| 1Y | +30.4% | +33.7% | -3.3% | +20.8% |
| 3Y | +313.3% | +595.8% | -282.5% | +171.0% |
| 5Y | +810.0% | +314.4% | +495.6% | +530.3% |
| All | +3,847.4% | +374.9% | +3,472.4% | +2,411.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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