+475.4%
ANET vs APLD
+448.5%
+26.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.5% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | -4.5% | -13.2% | +8.7% | -3.3% |
| 3M | +24.5% | -33.8% | +58.3% | +28.9% |
| 6M | +35.4% | -5.9% | +41.3% | +34.1% |
| YTD | +44.2% | +5.1% | +39.1% | +40.3% |
| 1Y | +25.4% | +51.8% | -26.4% | +16.7% |
| 3Y | +284.8% | +397.7% | -112.9% | +200.8% |
| All | +475.4% | +448.5% | +26.9% | +328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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