+128.7%
IBM vs BBAI
-71.7%
+200.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.5% | +3.4% |
| 7D | +3.6% | -4.1% | +7.6% | +3.6% |
| 30D | +1.5% | -12.4% | +13.9% | +1.7% |
| 3M | -12.9% | -29.1% | +16.2% | -12.5% |
| 6M | -3.9% | -32.6% | +28.7% | -3.4% |
| YTD | -17.3% | -47.6% | +30.2% | -16.8% |
| 1Y | -5.0% | -41.0% | +36.1% | -4.5% |
| 3Y | +78.2% | +67.5% | +10.8% | +76.7% |
| 5Y | +120.6% | -71.3% | +191.9% | +107.5% |
| All | +128.7% | -71.7% | +200.4% | +115.1% |
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