-66.4%
MKTX vs BBAI
-71.7%
+5.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | 0.0% |
| 7D | +0.3% | -4.1% | +4.3% | +0.3% |
| 30D | +1.0% | -12.4% | +13.3% | +1.0% |
| 3M | +40.8% | -29.1% | +69.9% | +40.7% |
| 6M | -10.9% | -32.6% | +21.7% | -10.9% |
| YTD | -8.6% | -47.6% | +39.0% | -8.7% |
| 1Y | -11.6% | -41.0% | +29.5% | -11.6% |
| 3Y | -24.5% | +67.5% | -92.0% | -25.1% |
| 5Y | -60.7% | -71.3% | +10.6% | -60.9% |
| All | -66.4% | -71.7% | +5.3% | -66.9% |
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