+323.6%
RMBS vs BBAI
-71.3%
+394.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.8% |
| 7D | +1.8% | -1.7% | +3.5% | +1.8% |
| 30D | -13.9% | -12.0% | -1.9% | -13.4% |
| 3M | -39.8% | -30.7% | -9.1% | -38.8% |
| 6M | -6.0% | -30.7% | +24.7% | -4.6% |
| YTD | -5.4% | -46.9% | +41.5% | -3.1% |
| 1Y | -1.8% | -41.1% | +39.3% | -0.1% |
| 3Y | +53.7% | +65.9% | -12.2% | +48.7% |
| 5Y | +268.5% | -70.9% | +339.4% | +241.1% |
| All | +323.6% | -71.3% | +394.9% | +294.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling