+244.3%
BKNG vs BABA
+8.2%
+236.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.7% | -13.8% | +13.1% | +2.4% |
| 30D | -0.7% | -15.1% | +14.4% | +2.8% |
| 3M | -25.0% | -22.7% | -2.3% | -21.0% |
| 6M | +3.4% | -34.7% | +38.1% | +12.4% |
| YTD | -25.0% | -35.0% | +10.1% | -18.9% |
| 1Y | -20.7% | -40.4% | +19.7% | -12.8% |
| 3Y | +30.9% | +21.9% | +9.0% | +15.6% |
| 5Y | +66.6% | -39.9% | +106.5% | +66.3% |
| 10Y | +165.1% | +7.9% | +157.2% | +109.9% |
| All | +244.3% | +8.2% | +236.1% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling