+791.3%
ANET vs FERG
+67.5%
+723.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.3% |
| 7D | +3.0% | -2.6% | +5.6% | +4.3% |
| 30D | -5.2% | -8.9% | +3.7% | -0.9% |
| 3M | +27.6% | -2.0% | +29.7% | +28.4% |
| 6M | +44.4% | -3.2% | +47.6% | +45.6% |
| YTD | +52.3% | +1.5% | +50.8% | +49.7% |
| 1Y | +30.4% | +0.5% | +29.9% | +28.0% |
| 3Y | +313.3% | +50.4% | +262.8% | +219.7% |
| All | +791.3% | +67.5% | +723.7% | +520.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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