+47.8%
BRO vs BBAI
-71.8%
+119.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -8.6% | -5.4% | -3.2% | -8.6% |
| 30D | -6.9% | -15.3% | +8.4% | -6.9% |
| 3M | +10.5% | -29.9% | +40.3% | +10.6% |
| 6M | -2.8% | -30.7% | +27.9% | -2.7% |
| YTD | -16.1% | -47.8% | +31.6% | -16.0% |
| 1Y | -27.6% | -40.4% | +12.8% | -27.6% |
| 3Y | -7.3% | +66.9% | -74.1% | -8.0% |
| 5Y | +19.0% | -71.4% | +90.4% | +18.0% |
| All | +47.8% | -71.8% | +119.6% | +47.1% |
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