-55.4%
BBWI vs BBAI
-70.8%
+15.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.9% | +2.9% |
| 7D | +1.5% | -4.3% | +5.8% | +1.6% |
| 30D | -5.2% | -3.6% | -1.6% | -5.1% |
| 3M | +11.1% | -38.8% | +49.9% | +12.2% |
| 6M | -13.4% | -23.8% | +10.4% | -13.0% |
| YTD | +0.1% | -45.9% | +46.0% | +1.1% |
| 1Y | -36.1% | -40.8% | +4.6% | -35.7% |
| 3Y | -44.1% | +69.8% | -113.9% | -45.3% |
| 5Y | -66.2% | -70.3% | +4.1% | -66.5% |
| All | -55.4% | -70.8% | +15.4% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling