+30.4%
ANET vs STM
+100.2%
-69.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.1% |
| 7D | +3.0% | -1.4% | +4.4% | +3.5% |
| 30D | -5.2% | -4.9% | -0.3% | -3.7% |
| 3M | +27.6% | -34.0% | +61.6% | +43.0% |
| 6M | +44.4% | +51.8% | -7.4% | +26.5% |
| YTD | +52.3% | +99.4% | -47.0% | +28.8% |
| 1Y | +30.4% | +99.1% | -68.6% | +3.7% |
| All | +30.4% | +100.2% | -69.8% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling