+13.3%
RMBS vs BBAI
-40.5%
+53.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +1.9% |
| 7D | -0.3% | -4.3% | +3.9% | +0.8% |
| 30D | -12.2% | -3.6% | -8.5% | -11.4% |
| 3M | -49.5% | -38.8% | -10.8% | -43.3% |
| 6M | -7.1% | -23.8% | +16.6% | -2.7% |
| YTD | -7.0% | -45.9% | +38.9% | +3.9% |
| 1Y | +13.3% | -40.8% | +54.1% | +36.7% |
| All | +13.3% | -40.5% | +53.9% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling