+296.9%
ANET vs SWK
+14.2%
+282.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.3% | +1.6% |
| 7D | +3.0% | -0.7% | +3.8% | +3.2% |
| 30D | +3.3% | -9.7% | +13.0% | +6.1% |
| 3M | +24.7% | +19.5% | +5.2% | +18.6% |
| 6M | +46.7% | +26.0% | +20.7% | +36.7% |
| YTD | +48.8% | +29.1% | +19.7% | +37.0% |
| 1Y | +39.2% | +23.7% | +15.6% | +29.7% |
| 3Y | +296.9% | +15.3% | +281.6% | +260.4% |
| All | +296.9% | +14.2% | +282.7% | +260.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling