+3,637.8%
ANET vs RF
+340.3%
+3,297.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -1.3% | -1.6% | +0.3% | -0.8% |
| 30D | -4.5% | -4.3% | -0.2% | -3.1% |
| 3M | +24.5% | +5.9% | +18.7% | +22.0% |
| 6M | +35.4% | +14.1% | +21.2% | +29.2% |
| YTD | +44.2% | +13.8% | +30.4% | +37.4% |
| 1Y | +25.4% | +15.2% | +10.2% | +18.5% |
| 3Y | +284.8% | +90.6% | +194.2% | +205.6% |
| 5Y | +761.7% | +88.9% | +672.8% | +576.3% |
| All | +3,637.8% | +340.3% | +3,297.5% | +2,169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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