+5,571.6%
ANET vs M
-37.8%
+5,609.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.0% |
| 7D | +3.0% | +2.4% | +0.6% | +2.6% |
| 30D | +3.3% | -11.6% | +14.9% | +5.3% |
| 3M | +24.7% | +1.6% | +23.0% | +23.9% |
| 6M | +46.7% | +25.2% | +21.5% | +40.7% |
| YTD | +48.8% | +3.8% | +45.0% | +46.6% |
| 1Y | +39.2% | +36.3% | +2.9% | +30.8% |
| 3Y | +296.9% | +116.3% | +180.6% | +236.7% |
| 5Y | +767.5% | +28.2% | +739.4% | +669.4% |
| 10Y | +3,734.5% | -3.4% | +3,737.9% | +3,145.1% |
| All | +5,571.6% | -37.8% | +5,609.4% | +5,069.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling