+29.6%
ALLE vs BBAI
-70.8%
+100.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.0% |
| 7D | -0.2% | -4.3% | +4.0% | -0.2% |
| 30D | -6.8% | -3.6% | -3.2% | -6.8% |
| 3M | +21.0% | -38.8% | +59.8% | +21.8% |
| 6M | +1.1% | -23.8% | +24.9% | +1.3% |
| YTD | -0.5% | -45.9% | +45.4% | +0.1% |
| 1Y | -7.3% | -40.8% | +33.5% | -7.0% |
| 3Y | +42.3% | +69.8% | -27.5% | +38.7% |
| 5Y | +13.5% | -70.3% | +83.8% | +6.0% |
| All | +29.6% | -70.8% | +100.4% | +21.2% |
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