+3,847.4%
ANET vs INDA
+84.7%
+3,762.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.7% | +5.0% |
| 7D | +3.0% | -2.7% | +5.7% | +4.9% |
| 30D | -5.2% | -2.8% | -2.4% | -3.4% |
| 3M | +27.6% | +1.6% | +26.0% | +26.3% |
| 6M | +44.4% | -1.4% | +45.8% | +45.8% |
| YTD | +52.3% | -10.1% | +62.5% | +63.3% |
| 1Y | +30.4% | -8.8% | +39.2% | +38.6% |
| 3Y | +313.3% | +7.6% | +305.6% | +297.4% |
| 5Y | +810.0% | +5.8% | +804.2% | +786.0% |
| All | +3,847.4% | +84.7% | +3,762.7% | +2,820.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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