+5,397.9%
ANET vs RJF
+527.3%
+4,870.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.5% |
| 7D | -1.3% | -4.2% | +2.9% | +0.9% |
| 30D | -4.5% | -3.6% | -0.9% | -2.7% |
| 3M | +24.5% | +15.6% | +8.9% | +15.2% |
| 6M | +35.4% | +17.6% | +17.8% | +24.0% |
| YTD | +44.2% | +9.2% | +35.0% | +36.3% |
| 1Y | +25.4% | +5.5% | +19.9% | +20.1% |
| 3Y | +284.8% | +70.3% | +214.5% | +187.2% |
| 5Y | +761.7% | +106.0% | +655.7% | +478.6% |
| 10Y | +3,691.2% | +425.1% | +3,266.1% | +1,344.9% |
| All | +5,397.9% | +527.3% | +4,870.6% | +1,810.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling