+5,571.6%
ANET vs ES
+136.6%
+5,434.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +3.0% | +1.4% | +1.6% | +2.8% |
| 30D | +3.3% | -1.2% | +4.5% | +3.5% |
| 3M | +24.7% | +5.0% | +19.7% | +23.2% |
| 6M | +46.7% | -2.8% | +49.5% | +46.9% |
| YTD | +48.8% | +8.6% | +40.2% | +45.7% |
| 1Y | +39.2% | +18.9% | +20.3% | +33.6% |
| 3Y | +296.9% | +32.1% | +264.8% | +263.0% |
| 5Y | +767.5% | -5.1% | +772.6% | +768.7% |
| 10Y | +3,734.5% | +84.2% | +3,650.3% | +3,582.5% |
| All | +5,571.6% | +136.6% | +5,434.9% | +5,575.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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