+18.6%
APD vs BBAI
-70.8%
+89.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -2.2% | -4.3% | +2.0% | -2.2% |
| 30D | +2.1% | -3.6% | +5.7% | +2.1% |
| 3M | +7.2% | -38.8% | +46.0% | +7.3% |
| 6M | +11.2% | -23.8% | +35.0% | +11.3% |
| YTD | +24.4% | -45.9% | +70.3% | +24.6% |
| 1Y | +6.7% | -40.8% | +47.4% | +6.7% |
| 3Y | +9.2% | +69.8% | -60.5% | +8.8% |
| 5Y | +27.4% | -70.3% | +97.7% | +28.4% |
| All | +18.6% | -70.8% | +89.4% | +20.1% |
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