+373.7%
AGI vs BBAI
-70.8%
+444.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.4% | -1.0% | +5.4% | +4.4% |
| 30D | +10.0% | -10.7% | +20.7% | +10.2% |
| 3M | +1.7% | -32.3% | +34.0% | +2.6% |
| 6M | -26.8% | -31.3% | +4.5% | -26.3% |
| YTD | -5.3% | -45.9% | +40.6% | -4.3% |
| 1Y | +11.5% | -40.0% | +51.5% | +12.4% |
| 3Y | +212.9% | +72.8% | +140.1% | +206.8% |
| 5Y | +388.8% | -70.4% | +459.1% | +402.6% |
| All | +373.7% | -70.8% | +444.5% | +379.7% |
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