+53.3%
IR vs BBAI
-70.8%
+124.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.3% |
| 7D | -2.8% | -4.3% | +1.4% | -2.7% |
| 30D | -15.1% | -3.6% | -11.5% | -15.1% |
| 3M | +6.1% | -38.8% | +44.8% | +7.0% |
| 6M | -16.8% | -23.8% | +6.9% | -16.6% |
| YTD | -3.5% | -45.9% | +42.4% | -2.7% |
| 1Y | -3.5% | -40.8% | +37.3% | -3.1% |
| 3Y | +9.5% | +69.8% | -60.3% | +6.4% |
| 5Y | +45.1% | -70.3% | +115.4% | +36.4% |
| All | +53.3% | -70.8% | +124.1% | +44.4% |
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