+5,706.3%
ANET vs RMBS
+629.6%
+5,076.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.8% |
| 3M | +27.6% | -39.8% | +67.4% | +55.4% |
| 6M | +44.4% | -6.0% | +50.4% | +38.3% |
| YTD | +52.3% | -5.4% | +57.7% | +41.6% |
| 1Y | +30.4% | -1.8% | +32.2% | +16.1% |
| 3Y | +313.3% | +53.7% | +259.6% | +178.4% |
| 5Y | +810.0% | +268.5% | +541.5% | +289.1% |
| 10Y | +3,903.8% | +563.9% | +3,339.9% | +1,125.7% |
| All | +5,706.3% | +629.6% | +5,076.6% | +1,567.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling