+37.3%
ANET vs PM
+16.6%
+20.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +0.6% |
| 7D | -0.8% | -4.9% | +4.1% | -2.4% |
| 30D | -1.8% | -3.4% | +1.6% | -2.7% |
| 3M | +16.7% | +5.2% | +11.6% | +18.6% |
| 6M | +43.7% | +3.7% | +40.0% | +45.5% |
| YTD | +47.9% | +15.8% | +32.1% | +53.5% |
| 1Y | +37.3% | +17.4% | +19.9% | +45.1% |
| All | +37.3% | +16.6% | +20.6% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 1y: compounded portfolio wealth divided by compounded PM 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…
1y analysis · Full analysis span regression · 6 months rolling