+299.5%
ANET vs EXPD
+69.2%
+230.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +3.7% | +1.2% | +2.5% | +3.4% |
| 30D | +0.7% | +5.2% | -4.5% | -0.4% |
| 3M | +26.8% | +13.2% | +13.6% | +23.3% |
| 6M | +40.7% | +30.3% | +10.3% | +32.3% |
| YTD | +47.2% | +27.0% | +20.2% | +38.5% |
| 1Y | +36.0% | +57.3% | -21.4% | +19.9% |
| All | +299.5% | +69.2% | +230.3% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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