+5,706.3%
ANET vs TECK
+266.1%
+5,440.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.5% |
| 7D | +3.0% | -3.8% | +6.8% | +3.7% |
| 30D | -5.2% | +0.7% | -5.9% | -5.3% |
| 3M | +27.6% | +4.6% | +23.0% | +26.5% |
| 6M | +44.4% | +25.1% | +19.3% | +38.1% |
| YTD | +52.3% | +39.2% | +13.2% | +42.7% |
| 1Y | +30.4% | +60.3% | -29.9% | +18.9% |
| 3Y | +313.3% | +62.9% | +250.4% | +272.5% |
| 5Y | +810.0% | +181.5% | +628.5% | +639.4% |
| 10Y | +3,903.8% | +362.3% | +3,541.5% | +2,737.8% |
| All | +5,706.3% | +266.1% | +5,440.2% | +3,926.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling