+3,847.4%
ANET vs BAH
+207.9%
+3,639.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.5% |
| 7D | +3.0% | +4.3% | -1.3% | +1.7% |
| 30D | -5.2% | -2.5% | -2.7% | -4.7% |
| 3M | +27.6% | -0.9% | +28.6% | +26.9% |
| 6M | +44.4% | +1.5% | +42.9% | +41.8% |
| YTD | +52.3% | -8.0% | +60.3% | +51.9% |
| 1Y | +30.4% | -24.7% | +55.2% | +38.4% |
| 3Y | +313.3% | -28.4% | +341.7% | +322.4% |
| 5Y | +810.0% | +2.8% | +807.2% | +671.0% |
| All | +3,847.4% | +207.9% | +3,639.4% | +2,211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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