+10.8%
FDS vs BBAI
-77.0%
+87.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.6% | +2.7% |
| 7D | -2.1% | -10.2% | +8.0% | -2.1% |
| 30D | +16.0% | 0.0% | +16.0% | +16.0% |
| 3M | +18.8% | -30.9% | +49.7% | +19.1% |
| 6M | +54.1% | -46.8% | +100.9% | +54.7% |
| YTD | +17.0% | -57.4% | +74.4% | +17.5% |
| 1Y | +25.5% | -62.0% | +87.6% | +26.1% |
| 3Y | -23.3% | +47.4% | -70.7% | -23.9% |
| 5Y | -22.6% | -77.0% | +54.3% | -23.1% |
| All | +10.8% | -77.0% | +87.8% | +10.2% |
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