+47.2%
FITB vs BBAI
-79.3%
+126.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.0% | +9.1% | -0.7% |
| 7D | +0.8% | -6.8% | +7.6% | +1.0% |
| 30D | +7.3% | -13.4% | +20.7% | +7.6% |
| 3M | -6.3% | -36.5% | +30.2% | -5.5% |
| 6M | +12.6% | -50.6% | +63.1% | +13.9% |
| YTD | +18.0% | -61.7% | +79.6% | +19.7% |
| 1Y | +28.9% | -71.1% | +100.0% | +31.4% |
| 3Y | +139.4% | +32.7% | +106.7% | +132.1% |
| 5Y | +47.2% | -79.2% | +126.5% | +38.5% |
| All | +47.2% | -79.3% | +126.5% | +38.5% |
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 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