+3,847.4%
ANET vs NTAP
+650.8%
+3,196.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.5% | -2.9% | +1.0% |
| 7D | +3.0% | +7.4% | -4.4% | -0.9% |
| 30D | -5.2% | -1.4% | -3.8% | -4.6% |
| 3M | +27.6% | +24.6% | +3.1% | +13.1% |
| 6M | +44.4% | +105.9% | -61.5% | -4.6% |
| YTD | +52.3% | +88.5% | -36.2% | +4.9% |
| 1Y | +30.4% | +62.1% | -31.7% | -2.8% |
| 3Y | +313.3% | +169.1% | +144.2% | +131.7% |
| 5Y | +810.0% | +141.9% | +668.1% | +433.0% |
| All | +3,847.4% | +650.8% | +3,196.6% | +1,294.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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