-40.2%
COMP vs BBAI
-70.8%
+30.6%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.6% | +0.7% |
| 7D | +1.4% | -4.3% | +5.6% | +1.7% |
| 30D | -13.3% | -3.6% | -9.7% | -13.1% |
| 3M | +41.1% | -38.8% | +79.9% | +45.5% |
| 6M | +17.2% | -23.8% | +40.9% | +18.9% |
| YTD | +5.2% | -45.9% | +51.1% | +8.8% |
| 1Y | +18.9% | -40.8% | +59.7% | +20.9% |
| 3Y | +215.9% | +69.8% | +146.1% | +178.5% |
| 5Y | -31.2% | -70.3% | +39.1% | -38.6% |
| All | -40.2% | -70.8% | +30.6% | -46.3% |
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