+251.9%
ANET vs SWK
+53.9%
+198.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.8% | +6.2% | +8.3% |
| 7D | +13.4% | +10.7% | +2.7% | +10.6% |
| 30D | -14.1% | +33.3% | -47.4% | -20.3% |
| 3M | -1.3% | +14.7% | -16.0% | -4.8% |
| 6M | +31.3% | +48.5% | -17.2% | +18.1% |
| YTD | +42.1% | +63.9% | -21.8% | +23.1% |
| 1Y | +38.3% | +80.4% | -42.1% | +16.6% |
| 3Y | +251.9% | +58.1% | +193.7% | +204.4% |
| All | +251.9% | +53.9% | +198.0% | +204.4% |
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