+313.3%
ANET vs KWEB
-2.3%
+315.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +5.0% | +5.4% |
| 7D | +3.0% | -5.6% | +8.6% | +4.8% |
| 30D | -5.2% | -10.7% | +5.5% | -1.9% |
| 3M | +27.6% | -7.4% | +35.0% | +30.1% |
| 6M | +44.4% | -19.3% | +63.7% | +53.0% |
| YTD | +52.3% | -27.8% | +80.1% | +67.0% |
| 1Y | +30.4% | -35.9% | +66.4% | +47.8% |
| 3Y | +313.3% | -1.9% | +315.2% | +325.8% |
| All | +313.3% | -2.3% | +315.5% | +325.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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