+3,847.4%
ANET vs RMBS
+566.4%
+3,281.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +4.8% |
| 7D | +3.0% | +1.8% | +1.2% | +2.3% |
| 30D | -5.2% | -13.9% | +8.7% | +1.0% |
| 3M | +27.6% | -39.8% | +67.4% | +56.5% |
| 6M | +44.4% | -6.0% | +50.4% | +37.6% |
| YTD | +52.3% | -5.4% | +57.7% | +40.5% |
| 1Y | +30.4% | -1.8% | +32.2% | +14.8% |
| 3Y | +313.3% | +53.7% | +259.6% | +168.4% |
| 5Y | +810.0% | +268.5% | +541.5% | +249.5% |
| All | +3,847.4% | +566.4% | +3,281.0% | +888.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling