+3,847.4%
ANET vs M
-3.0%
+3,850.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.7% | -2.1% | +4.4% |
| 7D | +3.0% | -4.2% | +7.2% | +3.7% |
| 30D | -5.2% | -7.2% | +2.0% | -4.1% |
| 3M | +27.6% | -11.1% | +38.8% | +29.6% |
| 6M | +44.4% | +28.8% | +15.6% | +38.0% |
| YTD | +52.3% | +2.0% | +50.3% | +50.5% |
| 1Y | +30.4% | +31.3% | -0.8% | +23.4% |
| 3Y | +313.3% | +119.1% | +194.2% | +251.1% |
| 5Y | +810.0% | +29.7% | +780.4% | +709.1% |
| All | +3,847.4% | -3.0% | +3,850.4% | +3,282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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