+5,512.5%
ANET vs BAH
+329.7%
+5,182.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +3.7% | -1.3% | +5.0% | +4.1% |
| 30D | +0.7% | -6.6% | +7.4% | +2.7% |
| 3M | +26.8% | -7.2% | +33.9% | +28.5% |
| 6M | +40.7% | -10.0% | +50.6% | +43.2% |
| YTD | +47.2% | -12.5% | +59.7% | +49.0% |
| 1Y | +36.0% | -27.9% | +63.9% | +46.2% |
| 3Y | +292.8% | -31.4% | +324.2% | +307.9% |
| 5Y | +761.9% | -3.2% | +765.2% | +650.1% |
| 10Y | +3,770.2% | +191.5% | +3,578.8% | +1,972.4% |
| All | +5,512.5% | +329.7% | +5,182.8% | +2,295.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling