+75.8%
QCOM vs ANET
+302.4%
-226.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.4% |
| 7D | +7.8% | +3.0% | +4.8% | +7.0% |
| 30D | +12.2% | -5.2% | +17.4% | +13.6% |
| 3M | -9.9% | +27.6% | -37.5% | -16.2% |
| 6M | +36.9% | +44.4% | -7.5% | +21.7% |
| YTD | +8.0% | +52.3% | -44.3% | -6.4% |
| 1Y | +15.0% | +30.4% | -15.4% | +3.4% |
| 3Y | +75.8% | +313.3% | -237.4% | +3.9% |
| All | +75.8% | +302.4% | -226.6% | +3.9% |
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