+791.3%
ANET vs NEM
+155.2%
+636.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | +3.0% | -1.0% | +4.0% | +3.2% |
| 30D | -5.2% | +7.8% | -13.0% | -6.6% |
| 3M | +27.6% | +30.2% | -2.6% | +21.2% |
| 6M | +44.4% | +9.6% | +34.8% | +40.6% |
| YTD | +52.3% | +27.8% | +24.5% | +45.0% |
| 1Y | +30.4% | +60.7% | -30.3% | +19.7% |
| 3Y | +313.3% | +245.3% | +68.0% | +241.7% |
| All | +791.3% | +155.2% | +636.1% | +692.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling