+3,847.4%
ANET vs RUN
+42.2%
+3,805.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.8% | +6.4% | +5.7% |
| 7D | +3.0% | -3.7% | +6.7% | +3.5% |
| 30D | -5.2% | -13.0% | +7.8% | -3.6% |
| 3M | +27.6% | -31.8% | +59.4% | +33.4% |
| 6M | +44.4% | -32.2% | +76.6% | +50.4% |
| YTD | +52.3% | -53.5% | +105.8% | +63.4% |
| 1Y | +30.4% | -46.5% | +77.0% | +35.8% |
| 3Y | +313.3% | -37.6% | +350.9% | +255.0% |
| 5Y | +810.0% | -80.9% | +890.9% | +780.9% |
| All | +3,847.4% | +42.2% | +3,805.2% | +2,196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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