+41.4%
A vs BBAI
-77.0%
+118.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.5% |
| 7D | -0.1% | -10.2% | +10.0% | 0.0% |
| 30D | +3.3% | 0.0% | +3.3% | +3.2% |
| 3M | +18.5% | -30.9% | +49.5% | +19.2% |
| 6M | +59.3% | -46.8% | +106.1% | +60.7% |
| YTD | +31.0% | -57.4% | +88.4% | +32.4% |
| 1Y | +19.3% | -62.0% | +81.4% | +20.6% |
| 3Y | +66.8% | +47.4% | +19.4% | +65.1% |
| 5Y | +15.5% | -77.0% | +92.4% | +16.3% |
| All | +41.4% | -77.0% | +118.4% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling