+3,847.4%
ANET vs TECH
+189.9%
+3,657.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.6% | +5.6% |
| 7D | +3.0% | -0.4% | +3.4% | +3.2% |
| 30D | -5.2% | 0.0% | -5.1% | -5.2% |
| 3M | +27.6% | +33.7% | -6.0% | +13.1% |
| 6M | +44.4% | +34.9% | +9.5% | +26.2% |
| YTD | +52.3% | +23.2% | +29.2% | +36.7% |
| 1Y | +30.4% | +36.3% | -5.9% | +11.8% |
| 3Y | +313.3% | +2.3% | +311.0% | +275.3% |
| 5Y | +810.0% | -42.9% | +852.9% | +973.7% |
| All | +3,847.4% | +189.9% | +3,657.4% | +1,702.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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