-75.3%
GRAB vs BBAI
-71.8%
-3.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -12.0% | -5.4% | -6.6% | -11.9% |
| 30D | -19.5% | -15.3% | -4.2% | -19.2% |
| 3M | -8.0% | -29.9% | +21.9% | -7.1% |
| 6M | -22.2% | -30.7% | +8.5% | -21.6% |
| YTD | -39.7% | -47.8% | +8.1% | -38.9% |
| 1Y | -43.2% | -40.4% | -2.8% | -42.7% |
| 3Y | -19.1% | +66.9% | -85.9% | -21.1% |
| 5Y | -72.0% | -71.4% | -0.6% | -60.8% |
| All | -75.3% | -71.8% | -3.5% | -65.9% |
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 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