-5.3%
AMCR vs BBAI
-70.8%
+65.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -1.8% | -1.0% | -0.8% | -1.8% |
| 30D | -6.0% | -10.7% | +4.7% | -6.0% |
| 3M | +18.9% | -32.3% | +51.2% | +19.2% |
| 6M | +5.7% | -31.3% | +36.9% | +5.8% |
| YTD | +11.1% | -45.9% | +57.0% | +11.4% |
| 1Y | +12.7% | -40.0% | +52.8% | +12.8% |
| 3Y | +9.6% | +72.8% | -63.2% | +8.8% |
| 5Y | -10.3% | -70.4% | +60.0% | -12.6% |
| All | -5.3% | -70.8% | +65.5% | -7.8% |
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