-18.9%
ESTC vs BBAI
-70.8%
+51.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.0% | -2.5% | -4.4% |
| 7D | -8.1% | -4.3% | -3.8% | -7.9% |
| 30D | +31.7% | -3.6% | +35.3% | +31.9% |
| 3M | +41.1% | -38.8% | +79.8% | +43.5% |
| 6M | +77.1% | -23.8% | +100.8% | +78.5% |
| YTD | +21.7% | -45.9% | +67.6% | +24.0% |
| 1Y | +8.4% | -40.8% | +49.2% | +9.5% |
| 3Y | +23.6% | +69.8% | -46.2% | +17.6% |
| 5Y | -46.5% | -70.3% | +23.9% | -43.2% |
| All | -18.9% | -70.8% | +51.9% | -15.1% |
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