+16.2%
ANET vs RMBS
-18.2%
+34.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.0% | +11.0% | +7.0% |
| 7D | -4.4% | -8.9% | +4.5% | -1.5% |
| 30D | -13.7% | -24.8% | +11.1% | -5.7% |
| 3M | -6.3% | -17.6% | +11.2% | -1.1% |
| 6M | +3.4% | -25.7% | +29.0% | +10.7% |
| YTD | +36.2% | -9.8% | +46.0% | +28.3% |
| 1Y | +16.2% | -17.4% | +33.6% | +12.8% |
| All | +16.2% | -18.2% | +34.4% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1y: compounded portfolio wealth divided by compounded RMBS 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…
1y analysis · Full analysis span regression · 6 months rolling