-2.5%
IBM vs ANET
+39.5%
-42.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +0.3% | -1.8% | +2.1% | +0.3% |
| 3M | -21.6% | +16.7% | -38.3% | -23.6% |
| 6M | -4.7% | +43.7% | -48.4% | -9.6% |
| YTD | -19.1% | +47.9% | -67.0% | -23.1% |
| 1Y | -2.5% | +37.3% | -39.8% | -7.4% |
| All | -2.5% | +39.5% | -42.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling