+885.8%
ANET vs PATH
-78.6%
+964.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.8% | +8.4% | +2.2% |
| 7D | +3.0% | -22.8% | +25.8% | +8.2% |
| 30D | +3.3% | -6.9% | +10.2% | +3.9% |
| 3M | +24.7% | +25.4% | -0.8% | +16.5% |
| 6M | +46.7% | +18.1% | +28.6% | +37.6% |
| YTD | +48.8% | -14.5% | +63.3% | +49.2% |
| 1Y | +39.2% | +18.7% | +20.5% | +26.1% |
| 3Y | +296.9% | -24.2% | +321.1% | +278.5% |
| 5Y | +767.5% | -75.2% | +842.7% | +769.8% |
| All | +885.8% | -78.6% | +964.4% | +887.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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