+3,847.4%
ANET vs STZ
-11.3%
+3,858.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.1% | +6.7% | +5.9% |
| 7D | +3.0% | -4.5% | +7.5% | +4.2% |
| 30D | -5.2% | -8.6% | +3.4% | -3.1% |
| 3M | +27.6% | -13.8% | +41.4% | +32.1% |
| 6M | +44.4% | -17.2% | +61.5% | +50.2% |
| YTD | +52.3% | -9.4% | +61.7% | +51.8% |
| 1Y | +30.4% | -11.9% | +42.3% | +30.8% |
| 3Y | +313.3% | -49.6% | +362.9% | +397.6% |
| 5Y | +810.0% | -37.2% | +847.2% | +883.5% |
| All | +3,847.4% | -11.3% | +3,858.7% | +3,562.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling