+313.3%
ANET vs SPYM
+77.4%
+235.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +4.0% |
| 7D | +3.0% | -0.8% | +3.8% | +4.6% |
| 30D | -5.2% | -1.1% | -4.1% | -3.1% |
| 3M | +27.6% | +3.9% | +23.7% | +19.6% |
| 6M | +44.4% | +13.6% | +30.8% | +14.5% |
| YTD | +52.3% | +12.7% | +39.6% | +23.1% |
| 1Y | +30.4% | +17.6% | +12.8% | -2.1% |
| 3Y | +313.3% | +77.2% | +236.0% | +61.8% |
| All | +313.3% | +77.4% | +235.8% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling