+1,282.3%
ANET vs NTR
+97.9%
+1,184.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.7% |
| 7D | +3.0% | -1.3% | +4.3% | +3.3% |
| 30D | -5.2% | +16.8% | -22.0% | -9.0% |
| 3M | +27.6% | +20.7% | +6.9% | +21.1% |
| 6M | +44.4% | +0.5% | +43.9% | +43.1% |
| YTD | +52.3% | +29.2% | +23.1% | +40.7% |
| 1Y | +30.4% | +39.6% | -9.2% | +17.4% |
| 3Y | +313.3% | +37.9% | +275.4% | +266.6% |
| 5Y | +810.0% | +47.1% | +763.0% | +638.6% |
| All | +1,282.3% | +97.9% | +1,184.3% | +827.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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