-1.8%
IT vs BBAI
-70.8%
+69.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -4.6% |
| 7D | -6.0% | -4.3% | -1.8% | -6.0% |
| 30D | 0.0% | -3.6% | +3.6% | 0.0% |
| 3M | +13.1% | -38.8% | +51.9% | +13.7% |
| 6M | +11.7% | -23.8% | +35.5% | +11.9% |
| YTD | -26.1% | -45.9% | +19.8% | -25.7% |
| 1Y | -21.3% | -40.8% | +19.5% | -21.0% |
| 3Y | -46.7% | +69.8% | -116.5% | -47.3% |
| 5Y | -40.5% | -70.3% | +29.8% | -42.3% |
| All | -1.8% | -70.8% | +69.0% | -3.8% |
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