+43.7%
FIVE vs BBAI
+34.4%
+9.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.0% | +8.6% | -0.4% |
| 7D | +2.4% | -6.8% | +9.2% | +3.1% |
| 30D | +15.8% | -13.4% | +29.2% | +17.2% |
| 3M | +3.8% | -36.5% | +40.3% | +8.1% |
| 6M | +18.5% | -50.6% | +69.1% | +25.9% |
| YTD | +31.2% | -61.7% | +92.9% | +41.4% |
| 1Y | +61.8% | -71.1% | +132.9% | +78.3% |
| All | +43.7% | +34.4% | +9.2% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling