-0.1%
FDS vs BBAI
-70.8%
+70.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.5% |
| 7D | -1.9% | -4.3% | +2.4% | -1.9% |
| 30D | +9.0% | -3.6% | +12.6% | +9.0% |
| 3M | +18.9% | -38.8% | +57.6% | +19.2% |
| 6M | +35.1% | -23.8% | +58.9% | +35.3% |
| YTD | +5.5% | -45.9% | +51.4% | +5.8% |
| 1Y | -16.8% | -40.8% | +24.0% | -16.7% |
| 3Y | -28.1% | +69.8% | -97.8% | -28.7% |
| 5Y | -17.4% | -70.3% | +52.9% | -18.4% |
| All | -0.1% | -70.8% | +70.7% | -0.8% |
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