+3,847.4%
ANET vs UL
+66.7%
+3,780.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.4% |
| 7D | +3.0% | -3.4% | +6.4% | +4.1% |
| 30D | -5.2% | +0.5% | -5.7% | -5.4% |
| 3M | +27.6% | +7.2% | +20.4% | +23.7% |
| 6M | +44.4% | -3.1% | +47.4% | +44.4% |
| YTD | +52.3% | -2.7% | +55.0% | +51.6% |
| 1Y | +30.4% | -10.2% | +40.7% | +33.4% |
| 3Y | +313.3% | +20.3% | +293.0% | +258.2% |
| 5Y | +810.0% | +19.9% | +790.1% | +669.3% |
| All | +3,847.4% | +66.7% | +3,780.7% | +2,411.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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