+3,847.4%
ANET vs APA
-2.4%
+3,849.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.5% |
| 7D | +3.0% | +4.6% | -1.6% | +2.4% |
| 30D | -5.2% | +11.9% | -17.1% | -6.7% |
| 3M | +27.6% | +22.5% | +5.1% | +23.5% |
| 6M | +44.4% | +37.5% | +6.9% | +36.7% |
| YTD | +52.3% | +87.2% | -34.8% | +37.3% |
| 1Y | +30.4% | +101.4% | -71.0% | +15.7% |
| 3Y | +313.3% | +16.9% | +296.3% | +286.3% |
| 5Y | +810.0% | +178.4% | +631.6% | +649.1% |
| All | +3,847.4% | -2.4% | +3,849.7% | +3,026.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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