+299.5%
ANET vs BAM
+50.2%
+249.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | +0.3% |
| 7D | +3.7% | -3.9% | +7.6% | +6.0% |
| 30D | +0.7% | -8.8% | +9.5% | +5.7% |
| 3M | +26.8% | +2.2% | +24.6% | +24.1% |
| 6M | +40.7% | +5.9% | +34.7% | +34.0% |
| YTD | +47.2% | -6.1% | +53.4% | +49.8% |
| 1Y | +36.0% | -11.6% | +47.6% | +42.5% |
| All | +299.5% | +50.2% | +249.2% | +246.5% |
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