+57.0%
F vs BBAI
-70.8%
+127.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.5% |
| 7D | +5.3% | -4.3% | +9.6% | +5.4% |
| 30D | +4.6% | -3.6% | +8.2% | +4.7% |
| 3M | -3.7% | -38.8% | +35.1% | -2.8% |
| 6M | +16.8% | -23.8% | +40.6% | +17.3% |
| YTD | +15.3% | -45.9% | +61.2% | +16.3% |
| 1Y | +31.0% | -40.8% | +71.8% | +31.7% |
| 3Y | +45.4% | +69.8% | -24.3% | +42.2% |
| 5Y | +54.7% | -70.3% | +125.0% | +49.5% |
| All | +57.0% | -70.8% | +127.8% | +50.8% |
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