+16.2%
ANET vs SHAK
-21.2%
+37.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.8% | +1.2% | +4.6% |
| 7D | -4.4% | +8.3% | -12.7% | -5.3% |
| 30D | -13.7% | +16.7% | -30.4% | -15.4% |
| 3M | -6.3% | +10.0% | -16.3% | -7.5% |
| 6M | +3.4% | -23.8% | +27.2% | +8.1% |
| YTD | +36.2% | -10.3% | +46.5% | +43.3% |
| 1Y | +16.2% | -22.9% | +39.1% | +26.2% |
| All | +16.2% | -21.2% | +37.5% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling