+3,847.4%
ANET vs EXEL
+375.2%
+3,472.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.3% | +7.9% | +6.0% |
| 7D | +3.0% | -4.9% | +7.9% | +3.9% |
| 30D | -5.2% | +11.4% | -16.6% | -7.1% |
| 3M | +27.6% | +4.9% | +22.7% | +26.0% |
| 6M | +44.4% | +34.4% | +10.0% | +35.2% |
| YTD | +52.3% | +28.0% | +24.3% | +43.7% |
| 1Y | +30.4% | +43.6% | -13.2% | +19.6% |
| 3Y | +313.3% | +155.2% | +158.0% | +224.0% |
| 5Y | +810.0% | +181.2% | +628.9% | +585.4% |
| All | +3,847.4% | +375.2% | +3,472.2% | +2,596.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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