+99.8%
FERG vs BBAI
-70.8%
+170.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +2.4% |
| 7D | 0.0% | -4.3% | +4.2% | 0.0% |
| 30D | -10.2% | -3.6% | -6.6% | -10.1% |
| 3M | -0.6% | -38.8% | +38.2% | +0.2% |
| 6M | -6.5% | -23.8% | +17.2% | -6.3% |
| YTD | +4.2% | -45.9% | +50.1% | +5.0% |
| 1Y | -2.3% | -40.8% | +38.5% | -1.8% |
| 3Y | +48.5% | +69.8% | -21.3% | +45.8% |
| 5Y | +72.0% | -70.3% | +142.3% | +60.3% |
| All | +99.8% | -70.8% | +170.6% | +86.6% |
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