+16.7%
BABA vs FERG
+358.9%
-342.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.2% | +3.4% | -3.5% | -0.8% |
| 30D | -12.3% | -11.5% | -0.8% | -10.4% |
| 3M | -5.3% | +1.3% | -6.6% | -5.7% |
| 6M | -13.1% | -1.0% | -12.1% | -13.1% |
| YTD | -22.4% | +3.2% | -25.6% | -22.9% |
| 1Y | -19.5% | -3.0% | -16.5% | -19.4% |
| 3Y | +32.9% | +55.0% | -22.1% | +22.0% |
| 5Y | -29.9% | +72.6% | -102.5% | -37.7% |
| 10Y | +16.7% | +358.9% | -342.2% | -1.4% |
| All | +16.7% | +358.9% | -342.2% | -1.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling