+55.8%
BLK vs BBAI
-71.7%
+127.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -2.1% |
| 7D | -2.7% | -4.1% | +1.4% | -2.6% |
| 30D | -4.8% | -12.4% | +7.6% | -4.6% |
| 3M | +6.5% | -29.1% | +35.6% | +7.0% |
| 6M | +13.2% | -32.6% | +45.8% | +13.6% |
| YTD | +1.8% | -47.6% | +49.4% | +2.5% |
| 1Y | -1.0% | -41.0% | +40.1% | -0.6% |
| 3Y | +66.0% | +67.5% | -1.5% | +63.5% |
| 5Y | +31.2% | -71.3% | +102.5% | +27.3% |
| All | +55.8% | -71.7% | +127.5% | +51.0% |
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