+313.3%
ANET vs RJF
+69.0%
+244.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +3.0% | -2.7% | +5.7% | +4.5% |
| 30D | -5.2% | -4.3% | -0.9% | -3.0% |
| 3M | +27.6% | +15.7% | +11.9% | +17.7% |
| 6M | +44.4% | +17.8% | +26.6% | +31.6% |
| YTD | +52.3% | +9.2% | +43.2% | +43.1% |
| 1Y | +30.4% | +2.8% | +27.6% | +26.3% |
| 3Y | +313.3% | +69.5% | +243.8% | +255.0% |
| All | +313.3% | +69.0% | +244.2% | +255.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling