+3,847.4%
ANET vs TROW
+130.0%
+3,717.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +6.3% |
| 7D | +3.0% | -3.2% | +6.2% | +4.8% |
| 30D | -5.2% | -4.6% | -0.6% | -2.7% |
| 3M | +27.6% | -0.7% | +28.3% | +26.8% |
| 6M | +44.4% | +22.2% | +22.2% | +26.9% |
| YTD | +52.3% | +6.6% | +45.7% | +44.1% |
| 1Y | +30.4% | +5.8% | +24.6% | +23.2% |
| 3Y | +313.3% | +11.6% | +301.6% | +273.2% |
| 5Y | +810.0% | -38.9% | +848.9% | +1,036.1% |
| All | +3,847.4% | +130.0% | +3,717.3% | +2,539.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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