+5,639.3%
ANET vs ES
+140.2%
+5,499.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.6% |
| 7D | +15.5% | +2.7% | +12.8% | +15.0% |
| 30D | +1.0% | +7.6% | -6.6% | -0.4% |
| 3M | -3.1% | +0.5% | -3.6% | -3.4% |
| 6M | +40.2% | +7.6% | +32.6% | +37.6% |
| YTD | +50.6% | +10.2% | +40.3% | +46.9% |
| 1Y | +51.4% | +1.8% | +49.6% | +49.6% |
| 3Y | +275.3% | +55.4% | +219.9% | +228.7% |
| 5Y | +500.3% | +7.3% | +493.0% | +479.3% |
| 10Y | +3,564.1% | +96.4% | +3,467.8% | +3,408.7% |
| All | +5,639.3% | +140.2% | +5,499.1% | +5,619.9% |
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