+791.3%
ANET vs UL
+18.7%
+772.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.6% |
| 7D | +3.0% | -3.4% | +6.4% | +3.0% |
| 30D | -5.2% | +0.5% | -5.7% | -5.2% |
| 3M | +27.6% | +7.2% | +20.4% | +27.2% |
| 6M | +44.4% | -3.1% | +47.4% | +44.9% |
| YTD | +52.3% | -2.7% | +55.0% | +52.8% |
| 1Y | +30.4% | -10.2% | +40.7% | +32.0% |
| 3Y | +313.3% | +20.3% | +293.0% | +284.0% |
| All | +791.3% | +18.7% | +772.6% | +692.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling