+3,847.4%
ANET vs SWKS
+66.2%
+3,781.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.1% | +0.5% | +3.3% |
| 7D | +3.0% | +19.4% | -16.4% | -5.2% |
| 30D | -5.2% | +26.8% | -32.0% | -15.4% |
| 3M | +27.6% | +21.5% | +6.1% | +15.4% |
| 6M | +44.4% | +61.0% | -16.6% | +13.0% |
| YTD | +52.3% | +42.2% | +10.1% | +24.8% |
| 1Y | +30.4% | +22.1% | +8.3% | +13.7% |
| 3Y | +313.3% | -0.9% | +314.1% | +273.2% |
| 5Y | +810.0% | -42.6% | +852.6% | +954.7% |
| All | +3,847.4% | +66.2% | +3,781.2% | +2,638.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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