+3,847.4%
ANET vs MKTX
+5.0%
+3,842.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +3.0% | -0.2% | +3.2% | +3.1% |
| 30D | -5.2% | +0.7% | -5.9% | -5.3% |
| 3M | +27.6% | +40.8% | -13.2% | +16.9% |
| 6M | +44.4% | -8.0% | +52.4% | +46.0% |
| YTD | +52.3% | -8.7% | +61.1% | +53.9% |
| 1Y | +30.4% | -11.8% | +42.3% | +32.6% |
| 3Y | +313.3% | -24.0% | +337.3% | +315.8% |
| 5Y | +810.0% | -60.3% | +870.3% | +1,003.0% |
| All | +3,847.4% | +5.0% | +3,842.3% | +3,427.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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