+3,847.4%
ANET vs TAP
-49.9%
+3,897.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.3% | +4.3% | +5.5% |
| 7D | +3.0% | -3.9% | +6.9% | +3.5% |
| 30D | -5.2% | -5.3% | +0.1% | -4.7% |
| 3M | +27.6% | -3.8% | +31.4% | +27.7% |
| 6M | +44.4% | -11.4% | +55.8% | +45.9% |
| YTD | +52.3% | -13.7% | +66.1% | +53.9% |
| 1Y | +30.4% | -17.2% | +47.6% | +32.4% |
| 3Y | +313.3% | -33.1% | +346.3% | +332.1% |
| 5Y | +810.0% | +0.8% | +809.2% | +726.1% |
| All | +3,847.4% | -49.9% | +3,897.3% | +3,887.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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