+2,075.1%
ANET vs IR
+271.1%
+1,804.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | -4.5% | +7.5% | +5.1% |
| 30D | -5.2% | -13.9% | +8.8% | +1.5% |
| 3M | +27.6% | -0.3% | +28.0% | +27.3% |
| 6M | +44.4% | -14.3% | +58.7% | +53.3% |
| YTD | +52.3% | -7.9% | +60.2% | +55.3% |
| 1Y | +30.4% | -9.9% | +40.3% | +34.0% |
| 3Y | +313.3% | +6.5% | +306.7% | +295.1% |
| 5Y | +810.0% | +34.0% | +776.0% | +682.8% |
| All | +2,075.1% | +271.1% | +1,804.0% | +1,307.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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