+1,488.9%
ANET vs U
-41.4%
+1,530.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.5% | +1.1% | +4.8% |
| 7D | +3.0% | +5.5% | -2.5% | +2.0% |
| 30D | -5.2% | -1.3% | -3.9% | -5.0% |
| 3M | +27.6% | +64.6% | -37.0% | +15.4% |
| 6M | +44.4% | +119.4% | -75.0% | +22.9% |
| YTD | +52.3% | -0.5% | +52.8% | +47.5% |
| 1Y | +30.4% | +1.3% | +29.1% | +24.5% |
| 3Y | +313.3% | +15.6% | +297.6% | +259.8% |
| 5Y | +810.0% | -67.5% | +877.5% | +790.5% |
| All | +1,488.9% | -41.4% | +1,530.3% | +1,306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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