+5,512.5%
ANET vs STM
+566.9%
+4,945.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | +3.7% | +1.7% | +2.0% | +3.0% |
| 30D | +0.7% | -5.2% | +5.9% | +2.8% |
| 3M | +26.8% | -29.6% | +56.4% | +43.3% |
| 6M | +40.7% | +54.4% | -13.7% | +13.8% |
| YTD | +47.2% | +99.5% | -52.3% | +6.5% |
| 1Y | +36.0% | +100.8% | -64.8% | -3.3% |
| 3Y | +292.8% | +20.2% | +272.6% | +226.3% |
| 5Y | +761.9% | +21.1% | +740.8% | +596.2% |
| 10Y | +3,770.2% | +664.5% | +3,105.7% | +1,298.6% |
| All | +5,512.5% | +566.9% | +4,945.6% | +2,359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling