+122.8%
IBM vs ANET
+5,680.0%
-5,557.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.8% |
| 6M | -0.8% | +44.4% | -45.2% | -7.3% |
| YTD | -16.2% | +52.3% | -68.5% | -22.6% |
| 1Y | -2.9% | +30.4% | -33.3% | -8.6% |
| 3Y | +79.8% | +313.3% | -233.4% | +36.6% |
| 5Y | +124.9% | +810.0% | -685.1% | +44.4% |
| 10Y | +147.9% | +3,903.8% | -3,755.9% | +26.2% |
| All | +122.8% | +5,680.0% | -5,557.2% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling