+16.2%
ANET vs NEM
+50.9%
-34.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +9.9% | -4.9% | +2.0% |
| 7D | -4.4% | +3.7% | -8.1% | -5.5% |
| 30D | -13.7% | +2.0% | -15.7% | -14.4% |
| 3M | -6.3% | +21.1% | -27.4% | -12.2% |
| 6M | +3.4% | +9.5% | -6.1% | -1.1% |
| YTD | +36.2% | +19.1% | +17.2% | +27.8% |
| 1Y | +16.2% | +51.1% | -34.9% | +0.7% |
| All | +16.2% | +50.9% | -34.7% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling