+5,706.3%
ANET vs FERG
+395.1%
+5,311.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.4% |
| 7D | +3.0% | -2.6% | +5.6% | +3.7% |
| 30D | -5.2% | -8.9% | +3.7% | -2.9% |
| 3M | +27.6% | -2.0% | +29.7% | +28.2% |
| 6M | +44.4% | -3.2% | +47.6% | +45.3% |
| YTD | +52.3% | +1.5% | +50.8% | +51.4% |
| 1Y | +30.4% | +0.5% | +29.9% | +29.7% |
| 3Y | +313.3% | +50.4% | +262.8% | +273.0% |
| 5Y | +810.0% | +68.7% | +741.3% | +693.7% |
| 10Y | +3,903.8% | +351.3% | +3,552.5% | +3,011.5% |
| All | +5,706.3% | +395.1% | +5,311.1% | +4,612.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling