+4,959.3%
ANET vs SHAK
+35.4%
+4,923.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.2% | +2.4% | +4.9% |
| 7D | +3.0% | -8.3% | +11.3% | +4.9% |
| 30D | -5.2% | -12.6% | +7.5% | -2.5% |
| 3M | +27.6% | +9.1% | +18.5% | +24.3% |
| 6M | +44.4% | -31.2% | +75.6% | +53.5% |
| YTD | +52.3% | -21.6% | +73.9% | +56.5% |
| 1Y | +30.4% | -38.8% | +69.2% | +40.9% |
| 3Y | +313.3% | +0.6% | +312.6% | +289.5% |
| 5Y | +810.0% | -22.5% | +832.5% | +767.3% |
| 10Y | +3,903.8% | +85.3% | +3,818.5% | +2,937.4% |
| All | +4,959.3% | +35.4% | +4,923.9% | +3,771.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling