+61.2%
FIVE vs BBAI
-56.6%
+117.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.2% | +5.5% | +6.6% |
| 7D | +7.5% | +4.1% | +3.4% | +7.0% |
| 30D | +16.7% | -1.9% | +18.6% | +16.8% |
| 3M | +13.4% | -18.7% | +32.1% | +15.7% |
| 6M | +9.0% | -38.6% | +47.7% | +14.1% |
| YTD | +33.8% | -52.6% | +86.4% | +41.0% |
| 1Y | +61.2% | -55.3% | +116.5% | +69.3% |
| All | +61.2% | -56.6% | +117.8% | +69.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling