+812.3%
ALM vs BBAI
-70.8%
+883.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.4% |
| 7D | -2.6% | -4.3% | +1.7% | -2.4% |
| 30D | +32.0% | -3.6% | +35.6% | +32.2% |
| 3M | -15.0% | -38.8% | +23.7% | -13.0% |
| 6M | -10.1% | -23.8% | +13.6% | -8.9% |
| YTD | +99.4% | -45.9% | +145.4% | +104.7% |
| 1Y | +316.4% | -40.8% | +357.1% | +325.4% |
| 3Y | +2,022.0% | +69.8% | +1,952.2% | +1,941.2% |
| 5Y | +941.2% | -70.3% | +1,011.5% | +810.6% |
| All | +812.3% | -70.8% | +883.1% | +688.2% |
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