+929.7%
ANET vs PL
+41.8%
+887.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.1% | +8.1% | +5.6% |
| 7D | +29.8% | +22.3% | +7.6% | +25.7% |
| 30D | +1.0% | -8.3% | +9.3% | +2.4% |
| 3M | -1.8% | -43.3% | +41.4% | +6.6% |
| 6M | +45.0% | -65.8% | +110.8% | +67.3% |
| YTD | +57.7% | -29.5% | +87.2% | +58.9% |
| 1Y | +53.1% | +11.7% | +41.3% | +42.1% |
| 3Y | +299.6% | +540.6% | -241.0% | +151.7% |
| 5Y | +528.8% | +32.9% | +495.9% | +336.2% |
| All | +929.7% | +41.8% | +887.9% | +607.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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