+3,847.4%
ANET vs IT
+103.1%
+3,744.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.3% | +0.4% | +3.8% |
| 7D | +3.0% | -3.7% | +6.7% | +4.2% |
| 30D | -5.2% | +0.1% | -5.3% | -5.7% |
| 3M | +27.6% | +20.7% | +6.9% | +14.7% |
| 6M | +44.4% | +12.0% | +32.4% | +31.6% |
| YTD | +52.3% | -28.8% | +81.1% | +65.6% |
| 1Y | +30.4% | -25.5% | +55.9% | +36.8% |
| 3Y | +313.3% | -48.8% | +362.0% | +403.3% |
| 5Y | +810.0% | -42.7% | +852.8% | +938.2% |
| All | +3,847.4% | +103.1% | +3,744.3% | +2,501.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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