+5,706.3%
ANET vs BRO
+388.3%
+5,317.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | -7.3% | +10.3% | +6.4% |
| 30D | -5.2% | -6.9% | +1.7% | -2.6% |
| 3M | +27.6% | +10.7% | +17.0% | +18.6% |
| 6M | +44.4% | -2.7% | +47.1% | +42.0% |
| YTD | +52.3% | -16.3% | +68.6% | +60.3% |
| 1Y | +30.4% | -29.1% | +59.5% | +49.1% |
| 3Y | +313.3% | -7.8% | +321.1% | +284.7% |
| 5Y | +810.0% | +18.7% | +791.3% | +597.7% |
| 10Y | +3,903.8% | +291.9% | +3,611.9% | +1,191.9% |
| All | +5,706.3% | +388.3% | +5,317.9% | +1,525.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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