+5,512.5%
ANET vs MA
+694.5%
+4,818.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +3.7% | -3.5% | +7.2% | +6.0% |
| 30D | +0.7% | +0.8% | 0.0% | 0.0% |
| 3M | +26.8% | +14.8% | +12.0% | +14.8% |
| 6M | +40.7% | +10.0% | +30.7% | +29.9% |
| YTD | +47.2% | -0.1% | +47.3% | +43.7% |
| 1Y | +36.0% | -2.2% | +38.2% | +33.8% |
| 3Y | +292.8% | +39.3% | +253.5% | +201.1% |
| 5Y | +761.9% | +66.3% | +695.6% | +478.1% |
| 10Y | +3,770.2% | +513.2% | +3,257.0% | +781.3% |
| All | +5,512.5% | +694.5% | +4,818.0% | +980.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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