+336.8%
AVGO vs ANET
+302.4%
+34.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -3.0% |
| 7D | +1.1% | +3.0% | -1.9% | -0.7% |
| 30D | -13.0% | -5.2% | -7.8% | -10.6% |
| 3M | -6.0% | +27.6% | -33.6% | -20.6% |
| 6M | +6.4% | +44.4% | -38.0% | -18.2% |
| YTD | +5.0% | +52.3% | -47.3% | -23.4% |
| 1Y | +1.4% | +30.4% | -29.0% | -19.6% |
| 3Y | +336.8% | +313.3% | +23.6% | +80.8% |
| All | +336.8% | +302.4% | +34.4% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 ANET 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