+152.3%
BBAI vs BAM
+86.2%
+66.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.0% |
| 7D | -14.6% | +9.7% | -24.3% | -22.8% |
| 30D | -11.6% | +19.0% | -30.5% | -26.6% |
| 3M | -26.2% | +0.6% | -26.8% | -27.1% |
| 6M | -49.2% | +11.1% | -60.3% | -55.3% |
| YTD | -58.9% | +4.2% | -63.1% | -61.6% |
| 1Y | -60.8% | +3.3% | -64.1% | -62.6% |
| 3Y | +51.0% | +88.8% | -37.7% | -11.0% |
| All | +152.3% | +86.2% | +66.1% | +46.7% |
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