+28.2%
BABA vs FERG
+436.8%
-408.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | +0.9% |
| 7D | -4.8% | 0.0% | -4.7% | -4.8% |
| 30D | -11.9% | -10.2% | -1.7% | -10.4% |
| 3M | -9.3% | -0.6% | -8.7% | -9.3% |
| 6M | -14.2% | -6.5% | -7.7% | -13.5% |
| YTD | -22.0% | +4.2% | -26.2% | -22.6% |
| 1Y | -12.7% | -2.3% | -10.4% | -12.7% |
| 3Y | +26.7% | +48.5% | -21.8% | +18.1% |
| 5Y | -29.3% | +72.0% | -101.4% | -36.3% |
| 10Y | +21.2% | +369.9% | -348.6% | +4.6% |
| All | +28.2% | +436.8% | -408.7% | +5.6% |
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