+3,847.4%
ANET vs EMR
+284.0%
+3,563.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +4.2% |
| 7D | +3.0% | -0.4% | +3.4% | +3.3% |
| 30D | -5.2% | -6.8% | +1.6% | -1.3% |
| 3M | +27.6% | +7.5% | +20.1% | +23.1% |
| 6M | +44.4% | +9.9% | +34.5% | +36.5% |
| YTD | +52.3% | +16.0% | +36.4% | +38.9% |
| 1Y | +30.4% | +12.4% | +18.0% | +21.1% |
| 3Y | +313.3% | +60.2% | +253.0% | +216.7% |
| 5Y | +810.0% | +67.9% | +742.2% | +574.0% |
| All | +3,847.4% | +284.0% | +3,563.4% | +1,884.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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