+3,494.0%
ANET vs APH
+926.5%
+2,567.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -3.0% |
| 7D | +15.5% | +4.9% | +10.6% | +11.1% |
| 30D | +1.0% | -5.4% | +6.4% | +5.7% |
| 3M | -3.1% | -5.5% | +2.3% | +1.3% |
| 6M | +40.2% | +25.9% | +14.3% | +13.3% |
| YTD | +50.6% | +16.4% | +34.2% | +24.9% |
| 1Y | +51.4% | +16.5% | +34.9% | +25.3% |
| 3Y | +275.3% | +270.9% | +4.4% | +12.2% |
| 5Y | +500.3% | +289.5% | +210.9% | +72.1% |
| All | +3,494.0% | +926.5% | +2,567.6% | +349.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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