+3,847.4%
ANET vs SO
+159.0%
+3,688.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.7% | +6.3% | +5.7% |
| 7D | +3.0% | -1.1% | +4.1% | +3.2% |
| 30D | -5.2% | -5.0% | -0.2% | -4.2% |
| 3M | +27.6% | -5.8% | +33.4% | +28.8% |
| 6M | +44.4% | -7.9% | +52.3% | +46.4% |
| YTD | +52.3% | +2.4% | +49.9% | +50.4% |
| 1Y | +30.4% | -2.3% | +32.7% | +30.0% |
| 3Y | +313.3% | +41.9% | +271.4% | +257.3% |
| 5Y | +810.0% | +58.1% | +752.0% | +646.6% |
| All | +3,847.4% | +159.0% | +3,688.4% | +3,062.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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