+355.6%
ALM vs BBAI
-75.5%
+431.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +10.4% | -2.3% | +7.5% |
| 7D | +0.7% | -5.0% | +5.8% | +1.0% |
| 30D | -26.1% | +2.5% | -28.6% | -26.2% |
| 3M | -38.1% | -25.1% | -13.0% | -37.2% |
| 6M | -55.4% | -41.4% | -14.0% | -54.2% |
| YTD | -0.4% | -54.6% | +54.2% | +3.2% |
| 1Y | +25.4% | -56.9% | +82.2% | +29.7% |
| 3Y | +907.8% | +59.1% | +848.7% | +876.5% |
| 5Y | +440.2% | -75.4% | +515.6% | +378.2% |
| All | +355.6% | -75.5% | +431.1% | +297.3% |
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