+5,706.3%
ANET vs MAR
+505.1%
+5,201.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.9% |
| 7D | +3.0% | -0.5% | +3.5% | +3.2% |
| 30D | -5.2% | -5.4% | +0.2% | -3.1% |
| 3M | +27.6% | -15.5% | +43.1% | +35.8% |
| 6M | +44.4% | +3.0% | +41.4% | +41.1% |
| YTD | +52.3% | +8.5% | +43.8% | +45.1% |
| 1Y | +30.4% | +26.0% | +4.5% | +15.9% |
| 3Y | +313.3% | +68.6% | +244.6% | +228.1% |
| 5Y | +810.0% | +157.4% | +652.6% | +512.4% |
| 10Y | +3,903.8% | +447.0% | +3,456.8% | +1,760.3% |
| All | +5,706.3% | +505.1% | +5,201.1% | +2,540.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling