+74.3%
FITB vs BBAI
-70.8%
+145.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +0.6% | -4.3% | +4.9% | +0.7% |
| 30D | -4.7% | -3.6% | -1.1% | -4.7% |
| 3M | +6.7% | -38.8% | +45.5% | +7.6% |
| 6M | +12.6% | -23.8% | +36.3% | +12.9% |
| YTD | +19.1% | -45.9% | +65.0% | +20.1% |
| 1Y | +22.6% | -40.8% | +63.4% | +23.2% |
| 3Y | +127.1% | +69.8% | +57.4% | +118.9% |
| 5Y | +71.8% | -70.3% | +142.1% | +60.0% |
| All | +74.3% | -70.8% | +145.1% | +63.5% |
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