-2.1%
ALLY vs BBAI
-77.8%
+75.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.9% | -14.6% | +15.5% | +1.3% |
| 30D | +3.1% | -11.6% | +14.6% | +3.3% |
| 3M | -12.6% | -26.2% | +13.7% | -12.0% |
| 6M | -12.4% | -49.2% | +36.8% | -11.3% |
| YTD | -13.2% | -58.9% | +45.7% | -11.8% |
| 1Y | +1.8% | -60.8% | +62.6% | +3.3% |
| 3Y | +58.0% | +51.0% | +6.9% | +54.8% |
| 5Y | -8.4% | -77.7% | +69.3% | -12.6% |
| All | -2.1% | -77.8% | +75.7% | -5.6% |
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