+3,494.0%
ANET vs SWK
+18.1%
+3,475.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | +15.5% | -1.4% | +16.9% | +16.1% |
| 30D | +1.0% | +25.5% | -24.5% | -7.7% |
| 3M | -3.1% | +11.8% | -14.9% | -7.6% |
| 6M | +40.2% | +48.7% | -8.5% | +19.4% |
| YTD | +50.6% | +57.2% | -6.6% | +23.8% |
| 1Y | +51.4% | +75.3% | -23.9% | +19.0% |
| 3Y | +275.3% | +51.9% | +223.3% | +195.5% |
| 5Y | +500.3% | -30.7% | +531.1% | +545.2% |
| All | +3,494.0% | +18.1% | +3,475.9% | +2,470.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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