+228.4%
UNH vs ANET
+3,934.2%
-3,705.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.6% | -8.0% | -3.0% |
| 7D | -4.5% | +3.0% | -7.5% | -4.9% |
| 30D | -6.5% | -5.2% | -1.4% | -6.0% |
| 3M | -6.0% | +27.6% | -33.6% | -9.3% |
| 6M | +33.7% | +44.4% | -10.7% | +26.1% |
| YTD | +16.4% | +52.3% | -35.9% | +8.6% |
| 1Y | +10.1% | +30.4% | -20.3% | +4.4% |
| 3Y | -16.3% | +313.3% | -329.6% | -37.0% |
| 5Y | +2.1% | +810.0% | -807.9% | -37.5% |
| All | +228.4% | +3,934.2% | -3,705.8% | +58.9% |
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 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