+313.3%
ANET vs TER
+280.0%
+33.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +4.6% |
| 7D | +3.0% | +6.4% | -3.4% | +0.5% |
| 30D | -5.2% | -5.7% | +0.5% | -3.4% |
| 3M | +27.6% | -0.4% | +28.0% | +25.1% |
| 6M | +44.4% | +25.8% | +18.6% | +23.6% |
| YTD | +52.3% | +96.4% | -44.1% | +5.6% |
| 1Y | +30.4% | +229.2% | -198.8% | -30.8% |
| 3Y | +313.3% | +288.1% | +25.1% | +100.9% |
| All | +313.3% | +280.0% | +33.2% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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