+231.8%
BBAI vs BAM
+71.9%
+159.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +3.6% |
| 7D | -1.0% | -1.6% | +0.6% | +0.5% |
| 30D | -10.7% | -6.0% | -4.7% | -4.8% |
| 3M | -32.3% | +7.3% | -39.6% | -38.0% |
| 6M | -31.3% | +8.2% | -39.5% | -37.5% |
| YTD | -45.9% | -3.8% | -42.1% | -44.9% |
| 1Y | -40.0% | -10.7% | -29.3% | -32.5% |
| 3Y | +72.8% | +55.3% | +17.4% | +21.7% |
| All | +231.8% | +71.9% | +159.9% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling