+151.6%
ALL vs BBAI
-70.8%
+222.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.3% |
| 7D | 0.0% | -4.3% | +4.3% | 0.0% |
| 30D | -1.5% | -3.6% | +2.1% | -1.5% |
| 3M | +23.6% | -38.8% | +62.4% | +23.7% |
| 6M | +22.3% | -23.8% | +46.1% | +22.3% |
| YTD | +26.5% | -45.9% | +72.4% | +26.6% |
| 1Y | +27.0% | -40.8% | +67.8% | +27.0% |
| 3Y | +149.6% | +69.8% | +79.8% | +148.1% |
| 5Y | +118.1% | -70.3% | +188.4% | +123.0% |
| All | +151.6% | -70.8% | +222.4% | +158.7% |
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