+291.3%
ANET vs STM
+16.7%
+274.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.5% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | -4.5% | -7.8% | +3.3% | -2.0% |
| 3M | +24.5% | -28.2% | +52.7% | +37.1% |
| 6M | +35.4% | +52.0% | -16.6% | +15.2% |
| YTD | +44.2% | +96.4% | -52.1% | +12.6% |
| 1Y | +25.4% | +98.8% | -73.4% | -3.7% |
| All | +291.3% | +16.7% | +274.6% | +259.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling