-22.6%
FDS vs BBAI
-75.5%
+52.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.7% | -0.4% |
| 7D | -5.0% | -5.0% | +0.1% | -4.9% |
| 30D | +13.8% | +2.5% | +11.3% | +13.7% |
| 3M | +14.8% | -25.1% | +39.9% | +15.0% |
| 6M | +47.4% | -41.4% | +88.8% | +47.8% |
| YTD | +14.2% | -54.6% | +68.8% | +14.6% |
| 1Y | +26.6% | -56.9% | +83.5% | +27.1% |
| 3Y | -24.4% | +59.1% | -83.5% | -25.1% |
| 5Y | -22.6% | -75.4% | +52.8% | -24.1% |
| All | -22.6% | -75.5% | +52.8% | -24.1% |
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 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