+3,847.4%
ANET vs LOW
+233.5%
+3,613.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -3.7% | +6.7% | +4.7% |
| 30D | -5.2% | -8.9% | +3.7% | -1.5% |
| 3M | +27.6% | -10.4% | +38.0% | +32.4% |
| 6M | +44.4% | -19.4% | +63.8% | +56.0% |
| YTD | +52.3% | -17.1% | +69.4% | +61.3% |
| 1Y | +30.4% | -26.3% | +56.7% | +45.5% |
| 3Y | +313.3% | -9.9% | +323.1% | +309.4% |
| 5Y | +810.0% | +6.1% | +803.9% | +720.9% |
| All | +3,847.4% | +233.5% | +3,613.9% | +2,020.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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