+313.3%
ANET vs QID
-73.7%
+387.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +4.2% |
| 7D | +3.0% | +1.3% | +1.7% | +4.1% |
| 30D | -5.2% | +2.9% | -8.1% | -2.6% |
| 3M | +27.6% | -0.7% | +28.3% | +31.5% |
| 6M | +44.4% | -29.7% | +74.1% | +16.7% |
| YTD | +52.3% | -27.9% | +80.2% | +27.6% |
| 1Y | +30.4% | -34.6% | +65.0% | +3.4% |
| 3Y | +313.3% | -73.5% | +386.8% | +117.7% |
| All | +313.3% | -73.7% | +387.0% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling