+791.3%
ANET vs NTAP
+140.4%
+650.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.5% | -2.9% | +0.4% |
| 7D | +3.0% | +7.4% | -4.4% | -1.4% |
| 30D | -5.2% | -1.4% | -3.8% | -4.5% |
| 3M | +27.6% | +24.6% | +3.1% | +11.2% |
| 6M | +44.4% | +105.9% | -61.5% | -11.2% |
| YTD | +52.3% | +88.5% | -36.2% | -1.6% |
| 1Y | +30.4% | +62.1% | -31.7% | -7.1% |
| 3Y | +313.3% | +169.1% | +144.2% | +101.7% |
| All | +791.3% | +140.4% | +650.9% | +346.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling