-99.8%
BIYA vs BBAI
-3.8%
-96.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -1.3% | -5.4% | +4.1% | -1.3% |
| 30D | -15.9% | -15.3% | -0.6% | -15.9% |
| 3M | -81.2% | -29.9% | -51.4% | -81.0% |
| 6M | -88.2% | -30.7% | -57.5% | -88.2% |
| YTD | -94.1% | -47.8% | -46.4% | -94.1% |
| 1Y | -98.7% | -40.4% | -58.3% | -98.7% |
| All | -99.8% | -3.8% | -96.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling