+5,571.6%
ANET vs EXC
+154.2%
+5,417.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | +3.0% | +1.2% | +1.8% | +2.7% |
| 30D | +3.3% | -2.7% | +6.1% | +4.1% |
| 3M | +24.7% | -1.0% | +25.6% | +24.5% |
| 6M | +46.7% | -9.3% | +56.0% | +49.9% |
| YTD | +48.8% | +3.6% | +45.2% | +46.1% |
| 1Y | +39.2% | +5.9% | +33.3% | +35.6% |
| 3Y | +296.9% | +21.3% | +275.6% | +260.0% |
| 5Y | +767.5% | +46.2% | +721.4% | +622.0% |
| 10Y | +3,734.5% | +151.5% | +3,583.0% | +2,566.6% |
| All | +5,571.6% | +154.2% | +5,417.4% | +3,299.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling