+81.0%
RF vs BBAI
-70.8%
+151.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +1.3% | -4.3% | +5.6% | +1.4% |
| 30D | -3.6% | -3.6% | 0.0% | -3.6% |
| 3M | +8.1% | -38.8% | +46.9% | +9.1% |
| 6M | +11.5% | -23.8% | +35.2% | +11.8% |
| YTD | +15.6% | -45.9% | +61.5% | +16.6% |
| 1Y | +15.7% | -40.8% | +56.5% | +16.2% |
| 3Y | +86.9% | +69.8% | +17.1% | +80.4% |
| 5Y | +89.8% | -70.3% | +160.1% | +84.7% |
| All | +81.0% | -70.8% | +151.8% | +78.2% |
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