-12.5%
AG vs BBAI
-79.3%
+66.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -10.0% | +4.7% | -4.9% |
| 7D | -6.0% | -6.8% | +0.7% | -5.8% |
| 30D | -14.3% | -13.4% | -0.9% | -13.9% |
| 3M | -26.9% | -36.5% | +9.6% | -25.7% |
| 6M | -42.1% | -50.6% | +8.5% | -40.6% |
| YTD | -15.9% | -61.7% | +45.8% | -13.1% |
| 1Y | +11.5% | -71.1% | +82.6% | +15.8% |
| 3Y | +208.0% | +32.7% | +175.3% | +202.8% |
| 5Y | +2.4% | -79.2% | +81.7% | +5.9% |
| All | -12.5% | -79.3% | +66.8% | -11.0% |
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