-70.8%
BBAI vs BG
+76.3%
-147.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.2% |
| 7D | -1.7% | +3.1% | -4.8% | -2.4% |
| 30D | -12.0% | +10.2% | -22.2% | -14.2% |
| 3M | -30.7% | -1.7% | -29.0% | -30.6% |
| 6M | -30.7% | +1.0% | -31.7% | -31.2% |
| YTD | -46.9% | +39.9% | -86.8% | -51.1% |
| 1Y | -41.1% | +53.2% | -94.3% | -47.2% |
| 3Y | +65.9% | +16.3% | +49.6% | +64.2% |
| 5Y | -70.9% | +83.9% | -154.7% | -71.2% |
| All | -70.8% | +76.3% | -147.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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