+3,847.4%
ANET vs TECK
+377.7%
+3,469.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.4% |
| 7D | +3.0% | -3.8% | +6.8% | +4.0% |
| 30D | -5.2% | +0.7% | -5.9% | -5.4% |
| 3M | +27.6% | +4.6% | +23.0% | +26.1% |
| 6M | +44.4% | +25.1% | +19.3% | +36.0% |
| YTD | +52.3% | +39.2% | +13.2% | +39.4% |
| 1Y | +30.4% | +60.3% | -29.9% | +15.2% |
| 3Y | +313.3% | +62.9% | +250.4% | +258.6% |
| 5Y | +810.0% | +181.5% | +628.5% | +580.4% |
| All | +3,847.4% | +377.7% | +3,469.7% | +2,353.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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