-15.4%
A vs BBAI
-71.3%
+55.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.4% |
| 7D | -4.4% | -4.1% | -0.3% | -4.3% |
| 30D | -2.7% | -12.4% | +9.7% | -2.5% |
| 3M | +7.0% | -29.1% | +36.1% | +7.6% |
| 6M | +24.6% | -32.6% | +57.2% | +25.2% |
| YTD | +7.0% | -47.6% | +54.6% | +7.8% |
| 1Y | +15.6% | -41.0% | +56.6% | +16.1% |
| 3Y | +29.9% | +67.5% | -37.5% | +28.2% |
| 5Y | -15.4% | -71.3% | +55.9% | -17.3% |
| All | -15.4% | -71.3% | +55.9% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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