+3,847.4%
ANET vs NYT
+489.9%
+3,357.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.5% | +5.1% | +5.5% |
| 7D | +3.0% | -0.6% | +3.6% | +3.2% |
| 30D | -5.2% | +4.6% | -9.8% | -6.4% |
| 3M | +27.6% | -9.6% | +37.2% | +29.6% |
| 6M | +44.4% | -14.0% | +58.4% | +48.0% |
| YTD | +52.3% | -2.8% | +55.2% | +49.7% |
| 1Y | +30.4% | +15.6% | +14.8% | +20.5% |
| 3Y | +313.3% | +56.3% | +256.9% | +241.9% |
| 5Y | +810.0% | +39.5% | +770.5% | +657.7% |
| All | +3,847.4% | +489.9% | +3,357.5% | +2,260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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