+65.1%
FIVE vs BBAI
-40.5%
+105.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.3% |
| 7D | +4.3% | -4.3% | +8.5% | +4.8% |
| 30D | +12.5% | -3.6% | +16.1% | +12.9% |
| 3M | +31.2% | -38.8% | +70.0% | +38.6% |
| 6M | +14.4% | -23.8% | +38.1% | +16.6% |
| YTD | +33.9% | -45.9% | +79.8% | +40.9% |
| 1Y | +65.1% | -40.8% | +105.8% | +75.0% |
| All | +65.1% | -40.5% | +105.6% | +75.0% |
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