-60.9%
JD vs BBAI
-70.8%
+9.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.9% |
| 7D | -1.7% | -4.3% | +2.6% | -1.6% |
| 30D | -13.2% | -3.6% | -9.5% | -13.1% |
| 3M | -3.2% | -38.8% | +35.6% | -2.2% |
| 6M | +15.2% | -23.8% | +39.0% | +15.7% |
| YTD | +2.0% | -45.9% | +47.9% | +3.0% |
| 1Y | -5.4% | -40.8% | +35.4% | -4.8% |
| 3Y | -9.1% | +69.8% | -78.9% | -12.3% |
| 5Y | -59.6% | -70.3% | +10.7% | -60.1% |
| All | -60.9% | -70.8% | +9.9% | -61.8% |
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