+5,706.3%
ANET vs NTRS
+318.9%
+5,387.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.1% |
| 7D | +3.0% | +1.4% | +1.6% | +2.3% |
| 30D | -5.2% | -0.7% | -4.5% | -4.8% |
| 3M | +27.6% | +11.3% | +16.3% | +20.9% |
| 6M | +44.4% | +35.5% | +8.9% | +23.6% |
| YTD | +52.3% | +40.6% | +11.7% | +28.2% |
| 1Y | +30.4% | +49.2% | -18.8% | +6.1% |
| 3Y | +313.3% | +167.2% | +146.0% | +148.2% |
| 5Y | +810.0% | +94.9% | +715.1% | +523.7% |
| 10Y | +3,903.8% | +259.5% | +3,644.3% | +1,732.9% |
| All | +5,706.3% | +318.9% | +5,387.4% | +2,499.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling