+5,706.3%
ANET vs UMC
+1,631.1%
+4,075.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.4% | +3.3% | +4.9% |
| 7D | +3.0% | +9.0% | -6.0% | +0.2% |
| 30D | -5.2% | +17.2% | -22.4% | -10.0% |
| 3M | +27.6% | +11.4% | +16.2% | +21.7% |
| 6M | +44.4% | +137.5% | -93.1% | +7.2% |
| YTD | +52.3% | +193.1% | -140.8% | +3.7% |
| 1Y | +30.4% | +240.3% | -209.9% | -15.8% |
| 3Y | +313.3% | +262.2% | +51.1% | +160.7% |
| 5Y | +810.0% | +143.1% | +666.9% | +523.2% |
| 10Y | +3,903.8% | +1,853.0% | +2,050.8% | +1,379.9% |
| All | +5,706.3% | +1,631.1% | +4,075.1% | +2,036.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling