+313.3%
ANET vs UL
+20.7%
+292.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.8% |
| 7D | +3.0% | -3.4% | +6.4% | +1.9% |
| 30D | -5.2% | +0.5% | -5.7% | -5.0% |
| 3M | +27.6% | +7.2% | +20.4% | +30.6% |
| 6M | +44.4% | -3.1% | +47.4% | +44.6% |
| YTD | +52.3% | -2.7% | +55.0% | +53.4% |
| 1Y | +30.4% | -10.2% | +40.7% | +29.2% |
| 3Y | +313.3% | +20.3% | +293.0% | +280.4% |
| All | +313.3% | +20.7% | +292.6% | +280.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling