+5,571.6%
ANET vs URA
+146.0%
+5,425.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -0.6% |
| 7D | +3.0% | +8.1% | -5.1% | -0.1% |
| 30D | +3.3% | +5.8% | -2.4% | +0.9% |
| 3M | +24.7% | +3.4% | +21.2% | +22.7% |
| 6M | +46.7% | -2.6% | +49.3% | +46.0% |
| YTD | +48.8% | +11.2% | +37.6% | +39.1% |
| 1Y | +39.2% | +19.8% | +19.4% | +24.7% |
| 3Y | +296.9% | +121.5% | +175.5% | +180.0% |
| 5Y | +767.5% | +134.5% | +633.1% | +475.5% |
| 10Y | +3,734.5% | +376.7% | +3,357.8% | +1,709.1% |
| All | +5,571.6% | +146.0% | +5,425.5% | +2,796.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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