+3,847.4%
ANET vs RY
+377.3%
+3,470.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +3.0% | -2.2% | +5.2% | +4.7% |
| 30D | -5.2% | -3.6% | -1.6% | -2.7% |
| 3M | +27.6% | +3.9% | +23.7% | +24.2% |
| 6M | +44.4% | +26.4% | +18.0% | +22.1% |
| YTD | +52.3% | +22.3% | +30.0% | +31.9% |
| 1Y | +30.4% | +43.7% | -13.3% | +0.8% |
| 3Y | +313.3% | +154.0% | +159.3% | +115.2% |
| 5Y | +810.0% | +137.6% | +672.4% | +394.6% |
| All | +3,847.4% | +377.3% | +3,470.1% | +1,274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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