+81.4%
FFIV vs BBAI
-70.8%
+152.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | -0.4% |
| 7D | -1.0% | -4.3% | +3.3% | -0.9% |
| 30D | -5.1% | -3.6% | -1.4% | -5.0% |
| 3M | -4.5% | -38.8% | +34.3% | -3.7% |
| 6M | +36.5% | -23.8% | +60.2% | +36.9% |
| YTD | +53.0% | -45.9% | +98.9% | +54.1% |
| 1Y | +24.2% | -40.8% | +65.0% | +24.9% |
| 3Y | +137.2% | +69.8% | +67.4% | +134.7% |
| 5Y | +91.8% | -70.3% | +162.1% | +89.6% |
| All | +81.4% | -70.8% | +152.2% | +78.5% |
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