-80.6%
BBAI vs SPY
+101.2%
-181.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -0.4% | -7.4% | -7.2% |
| 7D | -14.0% | +2.6% | -16.6% | -16.8% |
| 30D | -12.4% | -2.0% | -10.4% | -9.0% |
| 3M | -42.8% | -2.8% | -40.0% | -39.6% |
| 6M | -54.6% | +2.1% | -56.8% | -54.6% |
| YTD | -64.6% | +11.5% | -76.1% | -68.1% |
| 1Y | -69.9% | +13.5% | -83.3% | -73.3% |
| 3Y | +7.3% | +77.7% | -70.4% | -28.6% |
| 5Y | -80.8% | +72.6% | -153.5% | -87.5% |
| All | -80.6% | +101.2% | -181.8% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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