+761.7%
ANET vs SNAP
-92.7%
+854.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.6% |
| 7D | -1.3% | -3.2% | +1.9% | -0.8% |
| 30D | -4.5% | +0.2% | -4.7% | -4.9% |
| 3M | +24.5% | +2.6% | +21.9% | +22.8% |
| 6M | +35.4% | +12.4% | +22.9% | +30.8% |
| YTD | +44.2% | -31.6% | +75.8% | +49.9% |
| 1Y | +25.4% | -21.7% | +47.1% | +27.1% |
| 3Y | +284.8% | -41.2% | +326.0% | +284.6% |
| 5Y | +761.7% | -92.6% | +854.3% | +936.3% |
| All | +761.7% | -92.7% | +854.4% | +936.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling