+590.9%
JPM vs ANET
+3,934.2%
-3,343.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.9% | -0.3% |
| 7D | -0.7% | +3.0% | -3.7% | -1.3% |
| 30D | -2.5% | -5.2% | +2.7% | -1.6% |
| 3M | +14.1% | +27.6% | -13.5% | +8.2% |
| 6M | +25.1% | +44.4% | -19.3% | +14.5% |
| YTD | +12.1% | +52.3% | -40.2% | +1.0% |
| 1Y | +18.8% | +30.4% | -11.6% | +9.6% |
| 3Y | +163.4% | +313.3% | -149.8% | +82.4% |
| 5Y | +156.5% | +810.0% | -653.5% | +42.0% |
| All | +590.9% | +3,934.2% | -3,343.3% | +193.7% |
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