-71.5%
S vs BBAI
-70.3%
-1.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -5.8% | -1.0% | -4.8% | -5.8% |
| 30D | -9.2% | -10.7% | +1.5% | -8.8% |
| 3M | +23.4% | -32.3% | +55.6% | +25.2% |
| 6M | +36.9% | -31.3% | +68.2% | +38.6% |
| YTD | +29.5% | -45.9% | +75.5% | +32.0% |
| 1Y | +5.4% | -40.0% | +45.5% | +6.5% |
| 3Y | +14.7% | +72.8% | -58.1% | +8.9% |
| 5Y | -71.5% | -70.4% | -1.2% | -69.1% |
| All | -71.5% | -70.3% | -1.2% | -69.1% |
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