+3,637.8%
ANET vs APH
+1,052.1%
+2,585.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -0.9% |
| 7D | -1.3% | -2.2% | +0.9% | +0.6% |
| 30D | -4.5% | -4.0% | -0.5% | -1.2% |
| 3M | +24.5% | +7.7% | +16.8% | +16.4% |
| 6M | +35.4% | +17.8% | +17.6% | +15.1% |
| YTD | +44.2% | +19.2% | +25.1% | +17.4% |
| 1Y | +25.4% | +35.7% | -10.3% | -9.8% |
| 3Y | +284.8% | +282.9% | +1.9% | +12.5% |
| 5Y | +761.7% | +345.6% | +416.1% | +123.5% |
| All | +3,637.8% | +1,052.1% | +2,585.6% | +372.9% |
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