+54.1%
ES vs BBAI
+34.4%
+19.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.0% | +10.9% | +0.9% |
| 7D | -1.1% | -6.8% | +5.7% | -1.0% |
| 30D | +8.2% | -13.4% | +21.6% | +8.3% |
| 3M | +0.6% | -36.5% | +37.1% | +0.8% |
| 6M | +6.0% | -50.6% | +56.6% | +6.3% |
| YTD | +9.3% | -61.7% | +71.0% | +9.9% |
| 1Y | +1.1% | -71.1% | +72.3% | +1.8% |
| All | +54.1% | +34.4% | +19.7% | +42.6% |
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