+50.1%
MSFT vs ANET
+302.4%
-252.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | -0.4% |
| 7D | -0.8% | +3.0% | -3.8% | -1.4% |
| 30D | +0.8% | -5.2% | +6.0% | +1.7% |
| 3M | +27.2% | +27.6% | -0.4% | +20.2% |
| 6M | +22.9% | +44.4% | -21.5% | +12.1% |
| YTD | +3.1% | +52.3% | -49.2% | -7.6% |
| 1Y | -0.3% | +30.4% | -30.7% | -8.1% |
| 3Y | +50.1% | +313.3% | -263.2% | +1.5% |
| All | +50.1% | +302.4% | -252.3% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling