-42.4%
DIS vs BBAI
-70.8%
+28.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | -2.6% | -4.3% | +1.7% | -2.5% |
| 30D | +3.5% | -3.6% | +7.1% | +3.5% |
| 3M | +6.8% | -38.8% | +45.6% | +7.9% |
| 6M | +3.0% | -23.8% | +26.7% | +3.4% |
| YTD | -6.7% | -45.9% | +39.2% | -5.8% |
| 1Y | -10.1% | -40.8% | +30.7% | -9.6% |
| 3Y | +33.0% | +69.8% | -36.7% | +27.6% |
| 5Y | -40.0% | -70.3% | +30.3% | -45.3% |
| All | -42.4% | -70.8% | +28.4% | -47.6% |
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