-35.0%
AUR vs BBAI
-70.7%
+35.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.1% |
| 7D | +11.1% | -4.1% | +15.2% | +11.4% |
| 30D | -6.9% | -12.4% | +5.5% | -6.0% |
| 3M | +5.5% | -29.1% | +34.6% | +8.1% |
| 6M | +41.0% | -32.6% | +73.6% | +45.0% |
| YTD | +69.3% | -47.6% | +116.9% | +76.5% |
| 1Y | +14.0% | -41.0% | +55.1% | +17.7% |
| 3Y | +90.1% | +67.5% | +22.6% | +82.3% |
| 5Y | -34.4% | -71.3% | +36.9% | -32.9% |
| All | -35.0% | -70.7% | +35.7% | -34.0% |
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