+26.6%
FIVE vs BBAI
-70.8%
+97.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.2% |
| 7D | +4.3% | -4.3% | +8.5% | +4.4% |
| 30D | +12.5% | -3.6% | +16.1% | +12.6% |
| 3M | +31.2% | -38.8% | +70.0% | +32.8% |
| 6M | +14.4% | -23.8% | +38.1% | +14.9% |
| YTD | +33.9% | -45.9% | +79.8% | +35.5% |
| 1Y | +65.1% | -40.8% | +105.8% | +66.3% |
| 3Y | +49.0% | +69.8% | -20.8% | +45.2% |
| 5Y | +30.3% | -70.3% | +100.6% | +23.0% |
| All | +26.6% | -70.8% | +97.4% | +17.4% |
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