+5,537.2%
ANET vs MOD
+1,209.1%
+4,328.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.3% | -3.1% | +0.1% |
| 7D | -0.8% | +9.6% | -10.4% | -3.2% |
| 30D | -1.8% | 0.0% | -1.8% | -1.9% |
| 3M | +16.7% | -35.4% | +52.1% | +30.1% |
| 6M | +43.7% | -7.3% | +51.0% | +44.7% |
| YTD | +47.9% | +45.8% | +2.1% | +31.1% |
| 1Y | +37.3% | +43.1% | -5.9% | +21.1% |
| 3Y | +292.7% | +297.7% | -4.9% | +170.9% |
| 5Y | +753.8% | +1,478.8% | -724.9% | +333.2% |
| 10Y | +3,730.1% | +1,633.4% | +2,096.7% | +1,489.0% |
| All | +5,537.2% | +1,209.1% | +4,328.2% | +2,481.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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