+313.3%
ANET vs TECK
+65.8%
+247.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.3% |
| 7D | +3.0% | -3.8% | +6.8% | +4.5% |
| 30D | -5.2% | +0.7% | -5.9% | -5.6% |
| 3M | +27.6% | +4.6% | +23.0% | +24.9% |
| 6M | +44.4% | +25.1% | +19.3% | +30.4% |
| YTD | +52.3% | +39.2% | +13.2% | +30.9% |
| 1Y | +30.4% | +60.3% | -29.9% | +5.3% |
| 3Y | +313.3% | +62.9% | +250.4% | +236.9% |
| All | +313.3% | +65.8% | +247.5% | +236.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling