+27.6%
FIVE vs BBAI
-70.8%
+98.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.7% | -1.0% | +4.7% | +3.7% |
| 30D | +4.0% | -10.7% | +14.7% | +4.3% |
| 3M | +36.2% | -32.3% | +68.5% | +37.5% |
| 6M | +18.0% | -31.3% | +49.3% | +18.9% |
| YTD | +34.9% | -45.9% | +80.8% | +36.5% |
| 1Y | +67.9% | -40.0% | +108.0% | +69.1% |
| 3Y | +57.3% | +72.8% | -15.5% | +53.3% |
| 5Y | +39.5% | -70.4% | +109.9% | +31.9% |
| All | +27.6% | -70.8% | +98.4% | +18.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling