+36.7%
ITW vs BBAI
-70.8%
+107.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.4% | -1.0% | +0.6% | -0.4% |
| 30D | -9.4% | -10.7% | +1.3% | -9.4% |
| 3M | +7.1% | -32.3% | +39.4% | +7.3% |
| 6M | -1.9% | -31.3% | +29.4% | -1.7% |
| YTD | +10.4% | -45.9% | +56.4% | +10.7% |
| 1Y | +3.3% | -40.0% | +43.3% | +3.4% |
| 3Y | +21.0% | +72.8% | -51.8% | +19.6% |
| 5Y | +36.3% | -70.4% | +106.7% | +28.7% |
| All | +36.7% | -70.8% | +107.5% | +29.5% |
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