+5,706.3%
ANET vs ITW
+306.1%
+5,400.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +4.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.5% |
| 30D | -5.2% | -8.3% | +3.1% | +0.2% |
| 3M | +27.6% | +6.0% | +21.6% | +22.5% |
| 6M | +44.4% | 0.0% | +44.4% | +43.3% |
| YTD | +52.3% | +10.2% | +42.1% | +41.1% |
| 1Y | +30.4% | +3.2% | +27.2% | +25.4% |
| 3Y | +313.3% | +21.0% | +292.3% | +253.6% |
| 5Y | +810.0% | +37.9% | +772.1% | +602.5% |
| 10Y | +3,903.8% | +193.2% | +3,710.6% | +1,608.8% |
| All | +5,706.3% | +306.1% | +5,400.1% | +1,683.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling