+33.6%
TSLA vs ANET
+302.4%
-268.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -1.5% |
| 7D | +3.2% | +3.0% | +0.2% | +2.1% |
| 30D | +11.6% | -5.2% | +16.8% | +13.4% |
| 3M | -8.4% | +27.6% | -36.1% | -17.2% |
| 6M | -10.4% | +44.4% | -54.8% | -24.4% |
| YTD | -18.7% | +52.3% | -71.1% | -33.6% |
| 1Y | -0.9% | +30.4% | -31.3% | -15.0% |
| 3Y | +33.6% | +313.3% | -279.7% | -33.2% |
| All | +33.6% | +302.4% | -268.8% | -33.2% |
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