+902.5%
ANET vs EXE
+182.2%
+720.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.1% | +7.7% | +6.0% |
| 7D | +3.0% | -3.1% | +6.1% | +3.6% |
| 30D | -5.2% | -0.9% | -4.3% | -5.1% |
| 3M | +27.6% | +9.6% | +18.1% | +24.8% |
| 6M | +44.4% | -11.6% | +56.0% | +47.7% |
| YTD | +52.3% | -12.6% | +64.9% | +55.7% |
| 1Y | +30.4% | +1.2% | +29.2% | +28.4% |
| 3Y | +313.3% | +18.0% | +295.2% | +295.1% |
| 5Y | +810.0% | +101.1% | +708.9% | +720.4% |
| All | +902.5% | +182.2% | +720.3% | +736.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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