+5,512.5%
ANET vs SBAC
+105.2%
+5,407.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +3.7% | +0.2% | +3.5% | +3.6% |
| 30D | +0.7% | +3.9% | -3.1% | -0.4% |
| 3M | +26.8% | -8.2% | +35.0% | +29.0% |
| 6M | +40.7% | -2.8% | +43.4% | +38.7% |
| YTD | +47.2% | -1.5% | +48.8% | +44.1% |
| 1Y | +36.0% | 0.0% | +35.9% | +32.1% |
| 3Y | +292.8% | -8.4% | +301.2% | +271.3% |
| 5Y | +761.9% | -43.5% | +805.5% | +905.3% |
| 10Y | +3,770.2% | +86.9% | +3,683.3% | +2,547.8% |
| All | +5,512.5% | +105.2% | +5,407.3% | +3,984.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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