+3,847.4%
ANET vs SBAC
+87.1%
+3,760.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.4% | +5.0% |
| 7D | +3.0% | -2.1% | +5.1% | +3.6% |
| 30D | -5.2% | +2.0% | -7.2% | -5.7% |
| 3M | +27.6% | -8.3% | +35.9% | +29.8% |
| 6M | +44.4% | +0.3% | +44.1% | +41.1% |
| YTD | +52.3% | -2.2% | +54.5% | +49.7% |
| 1Y | +30.4% | -4.6% | +35.0% | +29.0% |
| 3Y | +313.3% | -8.3% | +321.5% | +290.9% |
| 5Y | +810.0% | -42.8% | +852.9% | +958.2% |
| All | +3,847.4% | +87.1% | +3,760.3% | +3,099.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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