+5,512.5%
ANET vs TAP
-19.9%
+5,532.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +3.7% | -5.1% | +8.8% | +4.4% |
| 30D | +0.7% | -8.4% | +9.2% | +1.8% |
| 3M | +26.8% | -3.9% | +30.7% | +26.8% |
| 6M | +40.7% | -14.4% | +55.0% | +43.0% |
| YTD | +47.2% | -14.7% | +62.0% | +49.1% |
| 1Y | +36.0% | -18.7% | +54.6% | +38.5% |
| 3Y | +292.8% | -32.6% | +325.4% | +309.7% |
| 5Y | +761.9% | -1.4% | +763.4% | +692.6% |
| 10Y | +3,770.2% | -50.4% | +3,820.6% | +3,783.8% |
| All | +5,512.5% | -19.9% | +5,532.4% | +4,914.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling