-66.9%
BAX vs BBAI
-70.3%
+3.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -2.4% | -1.0% | -1.4% | -2.4% |
| 30D | -9.7% | -10.7% | +1.0% | -9.6% |
| 3M | +29.3% | -32.3% | +61.5% | +29.7% |
| 6M | +40.7% | -31.3% | +72.0% | +41.0% |
| YTD | +30.3% | -45.9% | +76.2% | +30.8% |
| 1Y | +3.4% | -40.0% | +43.4% | +3.6% |
| 3Y | -32.0% | +72.8% | -104.8% | -33.1% |
| 5Y | -66.9% | -70.4% | +3.5% | -67.3% |
| All | -66.9% | -70.3% | +3.4% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling