+92.4%
M vs BBAI
-77.0%
+169.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | -3.3% | -10.2% | +6.8% | -3.0% |
| 30D | +8.1% | 0.0% | +8.1% | +8.1% |
| 3M | +2.2% | -30.9% | +33.1% | +3.3% |
| 6M | +35.1% | -46.8% | +81.9% | +37.4% |
| YTD | +15.8% | -57.4% | +73.2% | +18.2% |
| 1Y | +25.8% | -62.0% | +87.9% | +28.6% |
| 3Y | +156.2% | +47.4% | +108.8% | +144.5% |
| 5Y | -2.4% | -77.0% | +74.6% | -4.5% |
| All | +92.4% | -77.0% | +169.4% | +85.2% |
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