+16.2%
ANET vs ITW
+24.0%
-7.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.4% | +2.7% | +4.8% |
| 7D | -4.4% | +6.3% | -10.7% | -5.0% |
| 30D | -13.7% | +11.1% | -24.8% | -14.8% |
| 3M | -6.3% | +0.1% | -6.4% | -6.1% |
| 6M | +3.4% | +18.1% | -14.7% | +0.6% |
| YTD | +36.2% | +21.4% | +14.8% | +35.0% |
| 1Y | +16.2% | +22.9% | -6.6% | +14.7% |
| All | +16.2% | +24.0% | -7.8% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling