-47.5%
FPS vs BBAI
-41.0%
-6.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +10.4% | +5.7% | +8.8% |
| 7D | -8.0% | -5.0% | -2.9% | -4.3% |
| 30D | -43.5% | +2.5% | -46.1% | -44.1% |
| 3M | -41.6% | -25.1% | -16.5% | -30.2% |
| All | -47.5% | -41.0% | -6.5% | -29.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling