+313.3%
ANET vs NTRS
+168.2%
+145.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.0% |
| 7D | +3.0% | +1.4% | +1.6% | +2.2% |
| 30D | -5.2% | -0.7% | -4.5% | -4.8% |
| 3M | +27.6% | +11.3% | +16.3% | +20.3% |
| 6M | +44.4% | +35.5% | +8.9% | +21.8% |
| YTD | +52.3% | +40.6% | +11.7% | +26.3% |
| 1Y | +30.4% | +49.2% | -18.8% | +4.7% |
| 3Y | +313.3% | +167.2% | +146.0% | +170.2% |
| All | +313.3% | +168.2% | +145.1% | +170.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling