-35.9%
BABA vs FERG
+4.6%
-40.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +11.2% | -14.9% | -6.6% |
| 7D | +3.8% | +7.3% | -3.5% | +1.8% |
| 30D | -5.4% | +18.1% | -23.5% | -10.4% |
| 3M | -17.9% | +1.6% | -19.6% | -17.9% |
| 6M | -24.1% | +8.5% | -32.6% | -26.0% |
| YTD | -27.4% | +18.6% | -46.0% | -31.4% |
| All | -35.9% | +4.6% | -40.5% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling