+46.4%
RF vs BBAI
-80.9%
+127.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.7% | +9.0% | +1.4% |
| 7D | +1.9% | -14.0% | +15.9% | +2.2% |
| 30D | +7.3% | -12.4% | +19.7% | +7.6% |
| 3M | -7.9% | -42.8% | +34.9% | -6.9% |
| 6M | +10.5% | -54.6% | +65.2% | +12.1% |
| YTD | +9.6% | -64.6% | +74.3% | +11.5% |
| 1Y | +20.3% | -69.9% | +90.2% | +22.6% |
| 3Y | +119.5% | +7.3% | +112.2% | +113.8% |
| All | +46.4% | -80.9% | +127.3% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling