+3,847.4%
ANET vs EW
+120.5%
+3,726.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.4% | +6.8% |
| 7D | +3.0% | -6.2% | +9.1% | +5.7% |
| 30D | -5.2% | -9.3% | +4.1% | -1.2% |
| 3M | +27.6% | -1.6% | +29.2% | +27.7% |
| 6M | +44.4% | -0.8% | +45.2% | +43.8% |
| YTD | +52.3% | -1.0% | +53.4% | +51.4% |
| 1Y | +30.4% | +8.2% | +22.3% | +24.4% |
| 3Y | +313.3% | +12.7% | +300.6% | +264.4% |
| 5Y | +810.0% | -30.2% | +840.2% | +890.6% |
| All | +3,847.4% | +120.5% | +3,726.9% | +2,455.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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