+313.3%
ANET vs EXC
+19.1%
+294.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.4% |
| 7D | +3.0% | -1.1% | +4.1% | +2.6% |
| 30D | -5.2% | -3.6% | -1.5% | -6.3% |
| 3M | +27.6% | -4.3% | +31.9% | +26.0% |
| 6M | +44.4% | -9.9% | +54.3% | +39.8% |
| YTD | +52.3% | +1.8% | +50.6% | +53.8% |
| 1Y | +30.4% | +2.9% | +27.6% | +32.6% |
| 3Y | +313.3% | +19.1% | +294.1% | +357.3% |
| All | +313.3% | +19.1% | +294.1% | +357.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 3y: compounded portfolio wealth divided by compounded EXC 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…
3y analysis · Full analysis span regression · 6 months rolling