+313.3%
ANET vs USAR
+53.0%
+260.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.0% | +8.6% | +5.8% |
| 7D | +3.0% | -11.6% | +14.6% | +3.7% |
| 30D | -5.2% | -15.5% | +10.3% | -4.4% |
| 3M | +27.6% | -31.0% | +58.6% | +29.6% |
| 6M | +44.4% | -26.2% | +70.6% | +45.6% |
| YTD | +52.3% | +30.8% | +21.6% | +51.8% |
| 1Y | +30.4% | +7.1% | +23.3% | +29.2% |
| 3Y | +313.3% | +53.0% | +260.3% | +323.5% |
| All | +313.3% | +53.0% | +260.3% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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