+392.9%
BAC vs ANET
+3,934.2%
-3,541.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.6% | -5.4% | -0.9% |
| 7D | 0.0% | +3.0% | -3.0% | -0.6% |
| 30D | -2.8% | -5.2% | +2.4% | -1.9% |
| 3M | +14.2% | +27.6% | -13.4% | +7.6% |
| 6M | +30.5% | +44.4% | -13.9% | +18.4% |
| YTD | +15.8% | +52.3% | -36.5% | +3.1% |
| 1Y | +26.2% | +30.4% | -4.3% | +15.4% |
| 3Y | +136.5% | +313.3% | -176.7% | +55.4% |
| 5Y | +75.9% | +810.0% | -734.1% | -11.3% |
| All | +392.9% | +3,934.2% | -3,541.3% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 ANET 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