+471.2%
ANET vs BAM
+66.2%
+404.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +3.0% | -6.6% | +9.6% | +6.5% |
| 30D | -5.2% | -12.4% | +7.3% | +1.2% |
| 3M | +27.6% | +2.4% | +25.3% | +25.2% |
| 6M | +44.4% | +7.9% | +36.5% | +37.2% |
| YTD | +52.3% | -7.0% | +59.3% | +55.5% |
| 1Y | +30.4% | -13.4% | +43.8% | +37.6% |
| 3Y | +313.3% | +46.9% | +266.4% | +260.4% |
| All | +471.2% | +66.2% | +404.9% | +384.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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