+117.7%
FSLR vs BBAI
-76.8%
+194.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.3% | -0.2% | -5.4% |
| 7D | -2.6% | -8.3% | +5.7% | -2.4% |
| 30D | +1.8% | -2.9% | +4.7% | +1.8% |
| 3M | -24.4% | -28.2% | +3.8% | -23.6% |
| 6M | -17.7% | -44.5% | +26.8% | -16.2% |
| YTD | -30.7% | -57.0% | +26.3% | -29.1% |
| 1Y | -33.6% | -59.4% | +25.8% | -32.0% |
| 3Y | +35.1% | +48.7% | -13.6% | +31.6% |
| 5Y | +63.1% | -76.8% | +139.8% | +70.1% |
| All | +117.7% | -76.8% | +194.5% | +128.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling