+7.4%
ALLY vs BBAI
-70.8%
+78.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +1.0% | -1.0% | +2.0% | +1.1% |
| 30D | -3.3% | -10.7% | +7.4% | -3.1% |
| 3M | +0.5% | -32.3% | +32.7% | +1.2% |
| 6M | +12.6% | -31.3% | +43.9% | +13.3% |
| YTD | -4.7% | -45.9% | +41.2% | -3.8% |
| 1Y | +5.2% | -40.0% | +45.3% | +5.8% |
| 3Y | +66.5% | +72.8% | -6.3% | +62.3% |
| 5Y | +0.2% | -70.4% | +70.6% | -4.9% |
| All | +7.4% | -70.8% | +78.2% | +3.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling