+152.5%
JPM vs ANET
+813.4%
-660.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.9% | -0.1% |
| 7D | -0.7% | +3.0% | -3.7% | -1.1% |
| 30D | -2.5% | -5.2% | +2.7% | -1.8% |
| 3M | +14.1% | +27.6% | -13.5% | +9.3% |
| 6M | +25.1% | +44.4% | -19.3% | +16.4% |
| YTD | +12.1% | +52.3% | -40.2% | +2.9% |
| 1Y | +18.8% | +30.4% | -11.6% | +11.3% |
| 3Y | +163.4% | +313.3% | -149.8% | +94.8% |
| All | +152.5% | +813.4% | -660.9% | +54.5% |
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