+72.2%
FCX vs BBAI
-76.7%
+148.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.3% | +2.1% | -3.0% |
| 7D | -2.4% | -8.3% | +5.9% | -2.0% |
| 30D | -18.0% | -2.9% | -15.1% | -17.9% |
| 3M | -14.3% | -28.2% | +13.9% | -13.3% |
| 6M | -1.7% | -44.5% | +42.8% | +0.3% |
| YTD | +19.8% | -57.0% | +76.9% | +23.0% |
| 1Y | +48.6% | -59.4% | +108.0% | +52.5% |
| 3Y | +85.8% | +48.7% | +37.1% | +82.0% |
| 5Y | +72.2% | -76.8% | +149.0% | +77.7% |
| All | +72.2% | -76.7% | +148.9% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling