+291.3%
ANET vs IR
+5.0%
+286.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.7% |
| 7D | -1.3% | -3.1% | +1.8% | +0.4% |
| 30D | -4.5% | -14.0% | +9.5% | +3.6% |
| 3M | +24.5% | +3.7% | +20.8% | +21.3% |
| 6M | +35.4% | -15.4% | +50.7% | +46.7% |
| YTD | +44.2% | -7.7% | +51.9% | +46.4% |
| 1Y | +25.4% | -8.8% | +34.2% | +27.9% |
| All | +291.3% | +5.0% | +286.3% | +293.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling