+2.1%
TLT vs ANET
+5,680.0%
-5,677.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.6% | -5.5% | +0.3% |
| 7D | -1.6% | +3.0% | -4.6% | -1.5% |
| 30D | -1.1% | -5.2% | +4.1% | -1.3% |
| 3M | -4.9% | +27.6% | -32.5% | -3.7% |
| 6M | -5.0% | +44.4% | -49.4% | -3.2% |
| YTD | -4.4% | +52.3% | -56.7% | -2.1% |
| 1Y | -6.4% | +30.4% | -36.8% | -4.8% |
| 3Y | -2.0% | +313.3% | -315.2% | +7.1% |
| 5Y | -35.0% | +810.0% | -845.0% | -24.6% |
| 10Y | -20.7% | +3,903.8% | -3,924.5% | +3.7% |
| All | +2.1% | +5,680.0% | -5,677.9% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling