+299.5%
ANET vs APLD
+423.9%
-124.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.5% |
| 7D | +3.7% | +9.0% | -5.3% | +2.4% |
| 30D | +0.7% | -6.6% | +7.3% | +1.5% |
| 3M | +26.8% | -35.2% | +62.0% | +33.4% |
| 6M | +40.7% | +0.4% | +40.2% | +37.3% |
| YTD | +47.2% | +10.7% | +36.6% | +40.1% |
| 1Y | +36.0% | +78.6% | -42.6% | +19.5% |
| All | +299.5% | +423.9% | -124.5% | +172.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling