+3,847.4%
ANET vs RJF
+429.3%
+3,418.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +3.0% | -2.7% | +5.7% | +4.4% |
| 30D | -5.2% | -4.3% | -0.9% | -3.1% |
| 3M | +27.6% | +15.7% | +11.9% | +18.1% |
| 6M | +44.4% | +17.8% | +26.6% | +32.4% |
| YTD | +52.3% | +9.2% | +43.2% | +44.1% |
| 1Y | +30.4% | +2.8% | +27.6% | +26.7% |
| 3Y | +313.3% | +69.5% | +243.8% | +211.4% |
| 5Y | +810.0% | +105.9% | +704.1% | +518.2% |
| All | +3,847.4% | +429.3% | +3,418.1% | +1,675.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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