+313.3%
ANET vs ROST
+98.0%
+215.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +4.5% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | -5.2% | -6.9% | +1.7% | -2.0% |
| 3M | +27.6% | -3.3% | +30.9% | +28.9% |
| 6M | +44.4% | +9.0% | +35.3% | +35.4% |
| YTD | +52.3% | +28.9% | +23.5% | +30.1% |
| 1Y | +30.4% | +54.0% | -23.6% | -0.2% |
| 3Y | +313.3% | +100.7% | +212.5% | +167.5% |
| All | +313.3% | +98.0% | +215.3% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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