+3,847.4%
ANET vs SPY
+322.5%
+3,524.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.9% | +4.8% | +4.4% |
| 7D | +3.0% | -0.8% | +3.8% | +4.2% |
| 30D | -5.2% | -1.1% | -4.1% | -3.7% |
| 3M | +27.6% | +3.9% | +23.8% | +22.0% |
| 6M | +44.4% | +13.6% | +30.8% | +22.6% |
| YTD | +52.3% | +12.7% | +39.6% | +31.3% |
| 1Y | +30.4% | +17.5% | +12.9% | +6.7% |
| 3Y | +313.3% | +76.9% | +236.3% | +109.1% |
| 5Y | +810.0% | +83.6% | +726.4% | +350.4% |
| All | +3,847.4% | +322.5% | +3,524.9% | +570.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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