-69.0%
NKE vs BBAI
-70.8%
+1.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.1% | -1.0% | +1.0% | 0.0% |
| 30D | -7.7% | -10.7% | +3.0% | -7.6% |
| 3M | -10.9% | -32.3% | +21.3% | -10.6% |
| 6M | -31.9% | -31.3% | -0.6% | -31.7% |
| YTD | -38.6% | -45.9% | +7.3% | -38.4% |
| 1Y | -46.9% | -40.0% | -6.9% | -46.8% |
| 3Y | -58.2% | +72.8% | -131.0% | -58.7% |
| 5Y | -74.0% | -70.4% | -3.7% | -74.3% |
| All | -69.0% | -70.8% | +1.8% | -69.4% |
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