+3,847.4%
ANET vs SHAK
+87.2%
+3,760.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.2% | +2.4% | +4.8% |
| 7D | +3.0% | -8.3% | +11.3% | +5.2% |
| 30D | -5.2% | -12.6% | +7.5% | -2.1% |
| 3M | +27.6% | +9.1% | +18.5% | +23.9% |
| 6M | +44.4% | -31.2% | +75.6% | +54.7% |
| YTD | +52.3% | -21.6% | +73.9% | +56.9% |
| 1Y | +30.4% | -38.8% | +69.2% | +42.3% |
| 3Y | +313.3% | +0.6% | +312.6% | +283.4% |
| 5Y | +810.0% | -22.5% | +832.5% | +754.9% |
| All | +3,847.4% | +87.2% | +3,760.2% | +2,563.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling