+5,512.5%
ANET vs SAP
+234.7%
+5,277.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | +3.7% | -0.3% | +3.9% | +3.8% |
| 30D | +0.7% | +0.3% | +0.5% | +0.1% |
| 3M | +26.8% | +16.9% | +9.9% | +13.7% |
| 6M | +40.7% | +6.3% | +34.3% | +31.6% |
| YTD | +47.2% | -12.4% | +59.6% | +52.0% |
| 1Y | +36.0% | -21.6% | +57.6% | +49.2% |
| 3Y | +292.8% | +54.8% | +238.0% | +185.4% |
| 5Y | +761.9% | +56.2% | +705.8% | +508.5% |
| 10Y | +3,770.2% | +179.0% | +3,591.2% | +1,743.1% |
| All | +5,512.5% | +234.7% | +5,277.8% | +2,397.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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