+50.9%
FERG vs BBAI
+62.6%
-11.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.2% |
| 7D | +0.9% | -4.1% | +5.0% | +1.2% |
| 30D | -15.1% | -12.4% | -2.7% | -14.4% |
| 3M | -4.8% | -29.1% | +24.2% | -2.9% |
| 6M | -2.5% | -32.6% | +30.2% | -0.7% |
| YTD | +1.8% | -47.6% | +49.4% | +4.9% |
| 1Y | -0.3% | -41.0% | +40.7% | +1.1% |
| All | +50.9% | +62.6% | -11.8% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling