+3,847.4%
ANET vs XYZ
+610.4%
+3,237.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.2% | +5.4% | +5.6% |
| 7D | +3.0% | -4.3% | +7.3% | +4.4% |
| 30D | -5.2% | +1.2% | -6.4% | -5.8% |
| 3M | +27.6% | +14.6% | +13.0% | +21.1% |
| 6M | +44.4% | +22.6% | +21.8% | +33.6% |
| YTD | +52.3% | +21.7% | +30.6% | +40.0% |
| 1Y | +30.4% | +6.7% | +23.7% | +24.1% |
| 3Y | +313.3% | +46.8% | +266.4% | +236.2% |
| 5Y | +810.0% | -68.0% | +878.1% | +981.9% |
| All | +3,847.4% | +610.4% | +3,237.0% | +1,434.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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