+3,847.4%
ANET vs NRG
+1,083.9%
+2,763.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.6% | +4.0% | +5.0% |
| 7D | +3.0% | -4.7% | +7.7% | +4.9% |
| 30D | -5.2% | -6.0% | +0.8% | -3.3% |
| 3M | +27.6% | -8.0% | +35.6% | +30.0% |
| 6M | +44.4% | -23.2% | +67.5% | +56.7% |
| YTD | +52.3% | -28.1% | +80.4% | +69.1% |
| 1Y | +30.4% | -27.3% | +57.7% | +43.2% |
| 3Y | +313.3% | +208.7% | +104.6% | +172.2% |
| 5Y | +810.0% | +197.7% | +612.4% | +494.4% |
| All | +3,847.4% | +1,083.9% | +2,763.5% | +1,914.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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