+274.1%
ANET vs RF
+118.1%
+156.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +10.2% | -1.3% | +11.5% | +10.9% |
| 30D | -6.7% | +4.6% | -11.4% | -8.2% |
| 3M | -0.6% | -8.4% | +7.9% | +2.6% |
| 6M | +44.2% | +8.9% | +35.3% | +38.7% |
| YTD | +50.1% | +8.8% | +41.3% | +43.4% |
| 1Y | +45.8% | +18.9% | +26.9% | +34.3% |
| All | +274.1% | +118.1% | +156.0% | +197.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling