+91.0%
BKNG vs BABA
-30.5%
+121.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.9% | -0.9% | -3.4% |
| 7D | -13.1% | -2.2% | -11.0% | -12.8% |
| 30D | -18.5% | -17.3% | -1.2% | -16.2% |
| 3M | +5.8% | -7.8% | +13.5% | +6.8% |
| 6M | -2.1% | -16.8% | +14.6% | +0.1% |
| YTD | -18.6% | -24.7% | +6.0% | -15.7% |
| 1Y | -21.7% | -24.9% | +3.3% | -19.2% |
| 3Y | +40.9% | +29.1% | +11.8% | +27.7% |
| 5Y | +91.0% | -30.5% | +121.5% | +69.0% |
| All | +91.0% | -30.5% | +121.5% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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