+664.1%
APP vs ANET
+302.4%
+361.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +0.2% |
| 7D | +1.1% | +3.0% | -1.9% | -0.5% |
| 30D | +6.6% | -5.2% | +11.8% | +8.9% |
| 3M | -32.3% | +27.6% | -59.9% | -41.9% |
| 6M | -29.8% | +44.4% | -74.2% | -45.5% |
| YTD | -51.9% | +52.3% | -104.2% | -63.5% |
| 1Y | -43.3% | +30.4% | -73.7% | -54.0% |
| 3Y | +664.1% | +313.3% | +350.8% | +267.0% |
| All | +664.1% | +302.4% | +361.7% | +267.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 ANET 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