+3,494.0%
ANET vs USB
+83.8%
+3,410.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.8% |
| 7D | +15.5% | +2.6% | +12.9% | +14.5% |
| 30D | +1.0% | +8.4% | -7.5% | -2.0% |
| 3M | -3.1% | -5.5% | +2.4% | -1.2% |
| 6M | +40.2% | +17.7% | +22.5% | +31.4% |
| YTD | +50.6% | +17.6% | +33.0% | +41.0% |
| 1Y | +51.4% | +33.9% | +17.5% | +35.0% |
| 3Y | +275.3% | +103.8% | +171.5% | +184.7% |
| 5Y | +500.3% | +25.6% | +474.8% | +430.4% |
| All | +3,494.0% | +83.8% | +3,410.2% | +2,525.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling