+313.3%
ANET vs SNAP
-40.1%
+353.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.9% | +2.7% | +5.2% |
| 7D | +3.0% | +3.8% | -0.8% | +2.4% |
| 30D | -5.2% | +9.2% | -14.4% | -6.8% |
| 3M | +27.6% | +6.6% | +21.0% | +25.1% |
| 6M | +44.4% | +16.9% | +27.5% | +38.1% |
| YTD | +52.3% | -29.6% | +81.9% | +57.6% |
| 1Y | +30.4% | -22.1% | +52.5% | +32.2% |
| 3Y | +313.3% | -39.8% | +353.1% | +274.1% |
| All | +313.3% | -40.1% | +353.3% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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