+179.3%
KO vs ANET
+3,934.2%
-3,754.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | +0.3% |
| 7D | +0.2% | +3.0% | -2.7% | +0.1% |
| 30D | +1.8% | -5.2% | +7.0% | +2.0% |
| 3M | +7.7% | +27.6% | -19.9% | +6.3% |
| 6M | +15.3% | +44.4% | -29.1% | +12.7% |
| YTD | +28.0% | +52.3% | -24.3% | +24.5% |
| 1Y | +34.3% | +30.4% | +3.8% | +31.5% |
| 3Y | +63.8% | +313.3% | -249.5% | +41.7% |
| 5Y | +84.1% | +810.0% | -725.9% | +41.9% |
| All | +179.3% | +3,934.2% | -3,754.8% | +87.7% |
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