+313.3%
ANET vs BAH
-27.9%
+341.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.3% | +5.3% | +5.6% |
| 7D | +3.0% | +4.3% | -1.3% | +2.6% |
| 30D | -5.2% | -2.5% | -2.7% | -5.0% |
| 3M | +27.6% | -0.9% | +28.6% | +28.4% |
| 6M | +44.4% | +1.5% | +42.9% | +44.3% |
| YTD | +52.3% | -8.0% | +60.3% | +52.8% |
| 1Y | +30.4% | -24.7% | +55.2% | +35.6% |
| 3Y | +313.3% | -28.4% | +341.7% | +294.2% |
| All | +313.3% | -27.9% | +341.1% | +294.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling