+1,416.7%
ANET vs EQX
+232.0%
+1,184.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.5% |
| 7D | +3.0% | -3.2% | +6.2% | +3.3% |
| 30D | -5.2% | +7.8% | -12.9% | -6.0% |
| 3M | +27.6% | +21.3% | +6.3% | +24.9% |
| 6M | +44.4% | -22.4% | +66.8% | +46.4% |
| YTD | +52.3% | -11.3% | +63.6% | +52.2% |
| 1Y | +30.4% | +13.5% | +16.9% | +27.4% |
| 3Y | +313.3% | +162.1% | +151.1% | +274.2% |
| 5Y | +810.0% | +84.2% | +725.8% | +710.9% |
| All | +1,416.7% | +232.0% | +1,184.7% | +1,582.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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