+275.3%
ANET vs BAM
+85.6%
+189.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.8% | -4.6% |
| 7D | +15.5% | -2.7% | +18.2% | +17.2% |
| 30D | +1.0% | +15.5% | -14.6% | -7.3% |
| 3M | -3.1% | -6.9% | +3.7% | +0.6% |
| 6M | +40.2% | +9.9% | +30.3% | +30.8% |
| YTD | +50.6% | +1.4% | +49.2% | +46.3% |
| 1Y | +51.4% | +3.3% | +48.1% | +45.2% |
| 3Y | +275.3% | +83.6% | +191.7% | +198.8% |
| All | +275.3% | +85.6% | +189.7% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling