+61.2%
ADP vs BBAI
-70.8%
+132.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.1% |
| 7D | -3.4% | -4.3% | +0.8% | -3.4% |
| 30D | +2.8% | -3.6% | +6.4% | +2.8% |
| 3M | +20.9% | -38.8% | +59.7% | +21.2% |
| 6M | +29.9% | -23.8% | +53.6% | +30.0% |
| YTD | +9.6% | -45.9% | +55.6% | +9.9% |
| 1Y | -5.3% | -40.8% | +35.5% | -5.2% |
| 3Y | +16.5% | +69.8% | -53.3% | +15.6% |
| 5Y | +49.4% | -70.3% | +119.7% | +51.2% |
| All | +61.2% | -70.8% | +132.0% | +63.9% |
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