+2,510.6%
ANET vs SNAP
-77.4%
+2,587.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +3.0% | +1.5% | +1.5% | +2.7% |
| 30D | +3.3% | +1.9% | +1.5% | +2.6% |
| 3M | +24.7% | -3.9% | +28.5% | +24.2% |
| 6M | +46.7% | +5.2% | +41.5% | +43.3% |
| YTD | +48.8% | -32.7% | +81.5% | +55.1% |
| 1Y | +39.2% | -24.8% | +64.0% | +42.0% |
| 3Y | +296.9% | -42.2% | +339.1% | +298.8% |
| 5Y | +767.5% | -92.7% | +860.2% | +963.5% |
| All | +2,510.6% | -77.4% | +2,587.9% | +2,067.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling