-44.9%
S vs BBAI
-76.5%
+31.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | -0.2% |
| 7D | +1.4% | -8.3% | +9.7% | +1.8% |
| 30D | -10.8% | -2.9% | -7.9% | -10.7% |
| 3M | +5.4% | -28.2% | +33.6% | +6.8% |
| 6M | +41.2% | -44.5% | +85.7% | +44.3% |
| YTD | +56.2% | -57.0% | +113.2% | +60.6% |
| 1Y | +36.3% | -59.4% | +95.7% | +40.1% |
| 3Y | +49.4% | +48.7% | +0.7% | +43.1% |
| 5Y | -66.9% | -76.8% | +9.9% | -61.2% |
| All | -44.9% | -76.5% | +31.6% | -36.0% |
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