+105.7%
AMGN vs BBAI
-70.8%
+176.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.5% |
| 7D | +1.1% | -4.3% | +5.4% | +1.1% |
| 30D | +7.8% | -3.6% | +11.5% | +7.8% |
| 3M | +27.3% | -38.8% | +66.0% | +27.4% |
| 6M | +16.8% | -23.8% | +40.6% | +16.9% |
| YTD | +36.3% | -45.9% | +82.2% | +36.4% |
| 1Y | +60.4% | -40.8% | +101.2% | +60.5% |
| 3Y | +86.3% | +69.8% | +16.6% | +87.0% |
| 5Y | +125.7% | -70.3% | +196.0% | +127.8% |
| All | +105.7% | -70.8% | +176.5% | +108.0% |
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