+3,847.4%
ANET vs BKR
+125.3%
+3,722.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.8% |
| 7D | +3.0% | -7.0% | +10.0% | +5.0% |
| 30D | -5.2% | -8.1% | +2.9% | -3.0% |
| 3M | +27.6% | -6.6% | +34.2% | +29.8% |
| 6M | +44.4% | +0.9% | +43.5% | +43.6% |
| YTD | +52.3% | +31.1% | +21.2% | +40.8% |
| 1Y | +30.4% | +27.7% | +2.7% | +21.0% |
| 3Y | +313.3% | +71.2% | +242.0% | +254.4% |
| 5Y | +810.0% | +177.6% | +632.4% | +578.8% |
| All | +3,847.4% | +125.3% | +3,722.1% | +2,441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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