+313.3%
ANET vs TROW
+11.3%
+301.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.2% | +6.8% | +6.2% |
| 7D | +3.0% | -3.2% | +6.2% | +4.6% |
| 30D | -5.2% | -4.6% | -0.6% | -3.0% |
| 3M | +27.6% | -0.7% | +28.3% | +26.4% |
| 6M | +44.4% | +22.2% | +22.2% | +26.9% |
| YTD | +52.3% | +6.6% | +45.7% | +43.5% |
| 1Y | +30.4% | +5.8% | +24.6% | +22.8% |
| 3Y | +313.3% | +11.6% | +301.6% | +284.2% |
| All | +313.3% | +11.3% | +301.9% | +284.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling