+50.8%
IR vs BBAI
-70.8%
+121.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.6% | -1.0% | +1.6% | +0.6% |
| 30D | -13.6% | -10.7% | -2.9% | -13.4% |
| 3M | +3.7% | -32.3% | +35.9% | +4.4% |
| 6M | -13.1% | -31.3% | +18.2% | -12.6% |
| YTD | -5.1% | -45.9% | +40.8% | -4.3% |
| 1Y | -6.5% | -40.0% | +33.6% | -6.1% |
| 3Y | +8.5% | +72.8% | -64.3% | +5.4% |
| 5Y | +43.3% | -70.4% | +113.7% | +34.7% |
| All | +50.8% | -70.8% | +121.6% | +42.1% |
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