+841.4%
ANET vs PATH
-80.2%
+921.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.0% |
| 7D | +13.4% | -2.7% | +16.1% | +14.1% |
| 30D | -14.1% | -3.7% | -10.4% | -13.4% |
| 3M | -1.3% | -13.8% | +12.4% | +0.5% |
| 6M | +31.3% | +20.3% | +11.0% | +22.8% |
| YTD | +42.1% | -20.8% | +62.9% | +44.2% |
| 1Y | +38.3% | -9.2% | +47.5% | +34.6% |
| 3Y | +251.9% | -21.8% | +273.6% | +232.6% |
| 5Y | +460.6% | -77.4% | +538.0% | +470.4% |
| All | +841.4% | -80.2% | +921.6% | +854.3% |
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