+313.3%
ANET vs JD
-7.9%
+321.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -4.2% | +7.2% | +3.7% |
| 30D | -5.2% | -14.4% | +9.2% | -2.9% |
| 3M | +27.6% | -3.6% | +31.2% | +28.0% |
| 6M | +44.4% | -0.3% | +44.7% | +43.4% |
| YTD | +52.3% | -2.4% | +54.7% | +51.7% |
| 1Y | +30.4% | -18.5% | +48.9% | +33.5% |
| 3Y | +313.3% | -7.0% | +320.3% | +348.9% |
| All | +313.3% | -7.9% | +321.1% | +348.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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