+5,512.5%
ANET vs STLA
+43.1%
+5,469.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.8% | -0.6% |
| 7D | +3.7% | +0.4% | +3.3% | +3.5% |
| 30D | +0.7% | -5.2% | +5.9% | +1.8% |
| 3M | +26.8% | -24.9% | +51.7% | +35.6% |
| 6M | +40.7% | -25.2% | +65.8% | +49.5% |
| YTD | +47.2% | -51.4% | +98.7% | +72.7% |
| 1Y | +36.0% | -40.7% | +76.6% | +48.5% |
| 3Y | +292.8% | -66.3% | +359.1% | +389.2% |
| 5Y | +761.9% | -63.2% | +825.2% | +918.1% |
| 10Y | +3,770.2% | +48.7% | +3,721.5% | +2,821.0% |
| All | +5,512.5% | +43.1% | +5,469.4% | +4,509.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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