-66.7%
BBWI vs BBAI
-70.3%
+3.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +1.6% | -1.0% | +2.6% | +1.6% |
| 30D | -6.2% | -10.7% | +4.5% | -6.0% |
| 3M | +4.3% | -32.3% | +36.6% | +5.2% |
| 6M | -7.2% | -31.3% | +24.1% | -6.6% |
| YTD | -3.0% | -45.9% | +42.9% | -2.0% |
| 1Y | -30.8% | -40.0% | +9.3% | -30.3% |
| 3Y | -43.4% | +72.8% | -116.2% | -44.7% |
| 5Y | -66.7% | -70.4% | +3.6% | -67.6% |
| All | -66.7% | -70.3% | +3.6% | -67.6% |
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