+34.4%
F vs BBAI
-75.5%
+109.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.4% | -9.7% | +0.4% |
| 7D | -0.6% | -5.0% | +4.4% | -0.6% |
| 30D | +2.9% | +2.5% | +0.4% | +2.8% |
| 3M | -9.5% | -25.1% | +15.6% | -9.0% |
| 6M | +4.0% | -41.4% | +45.4% | +5.0% |
| YTD | -1.3% | -54.6% | +53.4% | -0.1% |
| 1Y | -1.9% | -56.9% | +54.9% | -0.8% |
| 3Y | +53.5% | +59.1% | -5.6% | +50.5% |
| 5Y | -15.1% | -75.4% | +60.3% | -17.9% |
| All | +34.4% | -75.5% | +109.9% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling