+76.0%
AZN vs BBAI
-71.7%
+147.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.1% | -1.9% |
| 7D | -2.9% | -4.1% | +1.2% | -2.9% |
| 30D | -3.1% | -12.4% | +9.3% | -3.0% |
| 3M | -14.4% | -29.1% | +14.6% | -14.3% |
| 6M | -19.5% | -32.6% | +13.1% | -19.4% |
| YTD | -13.8% | -47.6% | +33.8% | -13.5% |
| 1Y | -2.4% | -41.0% | +38.7% | -2.3% |
| 3Y | +21.3% | +67.5% | -46.2% | +20.0% |
| 5Y | +53.6% | -71.3% | +124.9% | +57.9% |
| All | +76.0% | -71.7% | +147.7% | +81.3% |
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