+2,664.3%
TSLA vs ANET
+3,934.2%
-1,269.9%
-73.6%
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% | -1.7% |
| 7D | +3.2% | +3.0% | +0.2% | +1.9% |
| 30D | +11.6% | -5.2% | +16.8% | +13.5% |
| 3M | -8.4% | +27.6% | -36.1% | -18.0% |
| 6M | -10.4% | +44.4% | -54.8% | -25.3% |
| YTD | -18.7% | +52.3% | -71.1% | -34.4% |
| 1Y | -0.9% | +30.4% | -31.3% | -16.0% |
| 3Y | +33.6% | +313.3% | -279.7% | -34.4% |
| 5Y | +48.9% | +810.0% | -761.1% | -49.0% |
| All | +2,664.3% | +3,934.2% | -1,269.9% | +480.3% |
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