+143.8%
IBM vs ANET
+3,934.2%
-3,790.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.6% | +3.1% |
| 7D | +3.6% | +3.0% | +0.6% | +3.1% |
| 30D | +3.1% | -5.2% | +8.3% | +3.8% |
| 3M | -10.8% | +27.6% | -38.5% | -15.0% |
| 6M | -0.8% | +44.4% | -45.2% | -7.7% |
| YTD | -16.2% | +52.3% | -68.5% | -23.0% |
| 1Y | -2.9% | +30.4% | -33.3% | -9.0% |
| 3Y | +79.8% | +313.3% | -233.4% | +33.3% |
| 5Y | +124.9% | +810.0% | -685.1% | +37.0% |
| All | +143.8% | +3,934.2% | -3,790.3% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling