+791.3%
ANET vs MAR
+154.9%
+636.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.7% |
| 7D | +3.0% | -0.5% | +3.5% | +3.3% |
| 30D | -5.2% | -5.4% | +0.2% | -2.5% |
| 3M | +27.6% | -15.5% | +43.1% | +38.2% |
| 6M | +44.4% | +3.0% | +41.4% | +39.3% |
| YTD | +52.3% | +8.5% | +43.8% | +41.8% |
| 1Y | +30.4% | +26.0% | +4.5% | +10.1% |
| 3Y | +313.3% | +68.6% | +244.6% | +195.3% |
| All | +791.3% | +154.9% | +636.4% | +428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 5y: compounded portfolio wealth divided by compounded MAR 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…
5y analysis · Full analysis span regression · 6 months rolling