+3,847.4%
ANET vs SCHW
+301.0%
+3,546.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.1% | +5.7% | +5.6% |
| 7D | +3.0% | -1.9% | +4.9% | +3.7% |
| 30D | -5.2% | -1.6% | -3.6% | -4.7% |
| 3M | +27.6% | +21.3% | +6.3% | +17.7% |
| 6M | +44.4% | +16.5% | +27.9% | +34.7% |
| YTD | +52.3% | +8.4% | +43.9% | +46.0% |
| 1Y | +30.4% | +15.6% | +14.8% | +21.6% |
| 3Y | +313.3% | +86.8% | +226.4% | +214.5% |
| 5Y | +810.0% | +60.5% | +749.5% | +606.0% |
| All | +3,847.4% | +301.0% | +3,546.4% | +2,043.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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