+77.5%
AMGN vs BBAI
-71.3%
+148.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.3% |
| 7D | -13.7% | -1.7% | -12.0% | -13.7% |
| 30D | -8.8% | -12.0% | +3.2% | -8.8% |
| 3M | +7.2% | -30.7% | +37.9% | +7.3% |
| 6M | +1.3% | -30.7% | +31.9% | +1.3% |
| YTD | +17.6% | -46.9% | +64.5% | +17.8% |
| 1Y | +37.2% | -41.1% | +78.2% | +37.3% |
| 3Y | +57.7% | +65.9% | -8.2% | +58.3% |
| 5Y | +106.3% | -70.9% | +177.1% | +108.3% |
| All | +77.5% | -71.3% | +148.8% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling