+9.7%
D vs BBAI
-70.8%
+80.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.4% |
| 7D | +0.4% | -4.3% | +4.7% | +0.5% |
| 30D | -3.6% | -3.6% | +0.1% | -3.5% |
| 3M | -1.0% | -38.8% | +37.8% | -0.8% |
| 6M | +6.3% | -23.8% | +30.0% | +6.3% |
| YTD | +14.7% | -45.9% | +60.6% | +14.9% |
| 1Y | +16.9% | -40.8% | +57.7% | +17.0% |
| 3Y | +56.8% | +69.8% | -13.0% | +54.9% |
| 5Y | +5.2% | -70.3% | +75.5% | +0.7% |
| All | +9.7% | -70.8% | +80.5% | +5.2% |
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