+5,512.5%
ANET vs PM
+283.5%
+5,229.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | +3.7% | -1.2% | +4.9% | +3.8% |
| 30D | +0.7% | -0.2% | +0.9% | +0.7% |
| 3M | +26.8% | +4.9% | +21.9% | +25.2% |
| 6M | +40.7% | +9.0% | +31.6% | +37.3% |
| YTD | +47.2% | +17.8% | +29.5% | +41.3% |
| 1Y | +36.0% | +16.8% | +19.1% | +30.4% |
| 3Y | +292.8% | +125.4% | +167.4% | +212.5% |
| 5Y | +761.9% | +128.7% | +633.3% | +573.8% |
| 10Y | +3,770.2% | +211.8% | +3,558.4% | +2,572.6% |
| All | +5,512.5% | +283.5% | +5,229.0% | +3,781.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling