+5,397.9%
ANET vs NEM
+610.5%
+4,787.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.8% |
| 7D | -1.3% | -3.3% | +2.0% | -0.9% |
| 30D | -4.5% | +7.8% | -12.3% | -5.4% |
| 3M | +24.5% | +36.3% | -11.7% | +19.7% |
| 6M | +35.4% | +6.6% | +28.8% | +33.5% |
| YTD | +44.2% | +27.1% | +17.1% | +39.6% |
| 1Y | +25.4% | +62.3% | -36.9% | +18.0% |
| 3Y | +284.8% | +245.1% | +39.7% | +235.1% |
| 5Y | +761.7% | +154.0% | +607.7% | +661.6% |
| 10Y | +3,691.2% | +311.0% | +3,380.2% | +3,199.3% |
| All | +5,397.9% | +610.5% | +4,787.3% | +5,410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling