+791.3%
ANET vs PM
+132.5%
+658.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.7% |
| 7D | +3.0% | +4.7% | -1.7% | +3.4% |
| 30D | -5.2% | +2.6% | -7.8% | -4.9% |
| 3M | +27.6% | +6.6% | +21.0% | +28.3% |
| 6M | +44.4% | +16.5% | +27.9% | +45.5% |
| YTD | +52.3% | +21.2% | +31.1% | +53.6% |
| 1Y | +30.4% | +17.9% | +12.5% | +31.7% |
| 3Y | +313.3% | +129.8% | +183.4% | +292.2% |
| All | +791.3% | +132.5% | +658.8% | +737.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling