+761.7%
ANET vs STM
+17.3%
+744.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.4% |
| 7D | -1.3% | -1.1% | -0.2% | -0.9% |
| 30D | -4.5% | -7.8% | +3.3% | -1.4% |
| 3M | +24.5% | -28.2% | +52.7% | +39.9% |
| 6M | +35.4% | +52.0% | -16.6% | +9.2% |
| YTD | +44.2% | +96.4% | -52.1% | +3.7% |
| 1Y | +25.4% | +98.8% | -73.4% | -11.8% |
| 3Y | +284.8% | +18.3% | +266.5% | +226.7% |
| 5Y | +761.7% | +17.7% | +744.0% | +623.7% |
| All | +761.7% | +17.3% | +744.4% | +623.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling