+352.8%
ANET vs USAR
+68.6%
+284.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | -0.8% |
| 7D | +3.7% | -4.4% | +8.1% | +3.9% |
| 30D | +0.7% | -10.4% | +11.1% | +1.3% |
| 3M | +26.8% | -18.4% | +45.2% | +27.7% |
| 6M | +40.7% | -8.8% | +49.5% | +40.6% |
| YTD | +47.2% | +43.4% | +3.9% | +45.9% |
| 1Y | +36.0% | +21.0% | +15.0% | +33.9% |
| 3Y | +292.8% | +67.7% | +225.0% | +253.7% |
| All | +352.8% | +68.6% | +284.3% | +279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling