+11.1%
ALLY vs BBAI
-70.8%
+81.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.4% |
| 7D | +3.7% | -4.3% | +7.9% | +3.8% |
| 30D | -2.3% | -3.6% | +1.4% | -2.2% |
| 3M | +3.8% | -38.8% | +42.6% | +4.8% |
| 6M | +9.7% | -23.8% | +33.5% | +10.1% |
| YTD | -1.4% | -45.9% | +44.5% | -0.5% |
| 1Y | +8.2% | -40.8% | +49.0% | +8.9% |
| 3Y | +66.5% | +69.8% | -3.3% | +62.3% |
| 5Y | +1.2% | -70.3% | +71.5% | -4.0% |
| All | +11.1% | -70.8% | +81.9% | +6.5% |
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