+144.3%
FSLR vs BBAI
-71.7%
+216.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -3.1% | -1.7% | -4.7% |
| 7D | +0.2% | -4.1% | +4.3% | +0.4% |
| 30D | -15.1% | -12.4% | -2.8% | -14.8% |
| 3M | -22.5% | -29.1% | +6.5% | -21.7% |
| 6M | +4.0% | -32.6% | +36.6% | +5.2% |
| YTD | -22.3% | -47.6% | +25.3% | -20.9% |
| 1Y | 0.0% | -41.0% | +41.1% | +1.2% |
| 3Y | +10.9% | +67.5% | -56.6% | +7.3% |
| 5Y | +105.4% | -71.3% | +176.6% | +113.4% |
| All | +144.3% | -71.7% | +216.0% | +155.0% |
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