+791.3%
ANET vs USFR
+20.6%
+770.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.5% |
| 7D | +3.0% | +0.1% | +2.9% | +2.8% |
| 30D | -5.2% | +0.4% | -5.5% | -5.6% |
| 3M | +27.6% | +1.0% | +26.6% | +26.2% |
| 6M | +44.4% | +2.0% | +42.4% | +41.0% |
| YTD | +52.3% | +2.8% | +49.6% | +46.8% |
| 1Y | +30.4% | +4.1% | +26.3% | +22.8% |
| 3Y | +313.3% | +14.1% | +299.1% | +224.0% |
| All | +791.3% | +20.6% | +770.7% | +481.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 5y: compounded portfolio wealth divided by compounded USFR 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…
5y analysis · Full analysis span regression · 6 months rolling