+71.1%
FITB vs BBAI
-70.3%
+141.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.8% | -1.0% | +3.8% | +2.9% |
| 30D | -4.5% | -10.7% | +6.2% | -4.3% |
| 3M | +5.7% | -32.3% | +37.9% | +6.4% |
| 6M | +17.1% | -31.3% | +48.4% | +17.7% |
| YTD | +18.3% | -45.9% | +64.3% | +19.3% |
| 1Y | +23.9% | -40.0% | +63.9% | +24.4% |
| 3Y | +131.1% | +72.8% | +58.3% | +122.7% |
| 5Y | +71.1% | -70.4% | +141.4% | +58.6% |
| All | +71.1% | -70.3% | +141.4% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling