+313.3%
ANET vs UMC
+261.2%
+52.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.3% | +4.8% |
| 7D | +3.0% | +9.0% | -6.0% | 0.0% |
| 30D | -5.2% | +17.2% | -22.4% | -10.4% |
| 3M | +27.6% | +11.4% | +16.2% | +21.2% |
| 6M | +44.4% | +137.5% | -93.1% | +2.7% |
| YTD | +52.3% | +193.1% | -140.8% | -4.7% |
| 1Y | +30.4% | +240.3% | -209.9% | -25.1% |
| 3Y | +313.3% | +262.2% | +51.1% | +127.2% |
| All | +313.3% | +261.2% | +52.1% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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