+32.9%
ES vs BBAI
+79.1%
-46.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | +0.3% | -4.3% | +4.6% | +0.3% |
| 30D | -2.0% | -3.6% | +1.7% | -1.9% |
| 3M | +1.7% | -38.8% | +40.5% | +2.1% |
| 6M | -3.5% | -23.8% | +20.2% | -3.5% |
| YTD | +7.9% | -45.9% | +53.8% | +8.4% |
| 1Y | +17.2% | -40.8% | +57.9% | +17.4% |
| All | +32.9% | +79.1% | -46.3% | +19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling