+3,847.4%
ANET vs APTV
-16.1%
+3,863.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.9% | +5.7% |
| 7D | +3.0% | -5.0% | +8.0% | +4.6% |
| 30D | -5.2% | -6.1% | +0.9% | -3.4% |
| 3M | +27.6% | -33.0% | +60.6% | +43.9% |
| 6M | +44.4% | -35.2% | +79.6% | +63.3% |
| YTD | +52.3% | -40.1% | +92.5% | +75.9% |
| 1Y | +30.4% | -45.6% | +76.0% | +55.2% |
| 3Y | +313.3% | -54.4% | +367.6% | +402.1% |
| 5Y | +810.0% | -68.9% | +878.9% | +1,115.9% |
| All | +3,847.4% | -16.1% | +3,863.5% | +3,768.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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