+313.3%
ANET vs EXPE
+157.0%
+156.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.4% | +4.2% | +5.3% |
| 7D | +3.0% | -5.8% | +8.8% | +4.1% |
| 30D | -5.2% | -13.6% | +8.4% | -2.8% |
| 3M | +27.6% | +25.2% | +2.4% | +20.1% |
| 6M | +44.4% | +22.3% | +22.0% | +36.2% |
| YTD | +52.3% | -0.3% | +52.6% | +49.3% |
| 1Y | +30.4% | +27.8% | +2.6% | +19.7% |
| 3Y | +313.3% | +162.4% | +150.8% | +247.7% |
| All | +313.3% | +157.0% | +156.2% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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