+791.3%
ANET vs TPR
+229.3%
+562.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.3% | +3.3% | +4.9% |
| 7D | +3.0% | -3.0% | +6.0% | +3.9% |
| 30D | -5.2% | -22.6% | +17.5% | +2.2% |
| 3M | +27.6% | -18.2% | +45.8% | +34.4% |
| 6M | +44.4% | -18.0% | +62.4% | +50.5% |
| YTD | +52.3% | -6.4% | +58.7% | +50.5% |
| 1Y | +30.4% | +12.3% | +18.1% | +19.6% |
| 3Y | +313.3% | +298.7% | +14.6% | +134.1% |
| All | +791.3% | +229.3% | +562.0% | +412.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 5y: compounded portfolio wealth divided by compounded TPR 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…
5y analysis · Full analysis span regression · 6 months rolling