+5,397.9%
ANET vs ROST
+637.2%
+4,760.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -1.3% | -2.5% | +1.2% | -0.4% |
| 30D | -4.5% | -10.3% | +5.8% | -0.7% |
| 3M | +24.5% | -2.6% | +27.1% | +25.1% |
| 6M | +35.4% | +6.5% | +28.8% | +31.1% |
| YTD | +44.2% | +25.9% | +18.3% | +31.1% |
| 1Y | +25.4% | +52.3% | -27.0% | +5.6% |
| 3Y | +284.8% | +94.6% | +190.2% | +196.1% |
| 5Y | +761.7% | +111.1% | +650.6% | +526.7% |
| 10Y | +3,691.2% | +308.9% | +3,382.3% | +2,120.5% |
| All | +5,397.9% | +637.2% | +4,760.7% | +2,587.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling