+123.0%
IBM vs ANET
+813.4%
-690.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.6% | -1.6% | +3.3% |
| 7D | +3.6% | +3.0% | +0.6% | +3.2% |
| 30D | +3.1% | -5.2% | +8.3% | +3.6% |
| 3M | -10.8% | +27.6% | -38.5% | -13.9% |
| 6M | -0.8% | +44.4% | -45.2% | -5.8% |
| YTD | -16.2% | +52.3% | -68.5% | -21.0% |
| 1Y | -2.9% | +30.4% | -33.3% | -7.3% |
| 3Y | +79.8% | +313.3% | -233.4% | +48.9% |
| All | +123.0% | +813.4% | -690.4% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling