-44.7%
S vs BBAI
-75.2%
+30.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +10.4% | -2.3% | +7.6% |
| 7D | +1.6% | -5.0% | +6.6% | +1.8% |
| 30D | -10.5% | +2.5% | -13.0% | -10.6% |
| 3M | +9.9% | -25.1% | +35.0% | +11.2% |
| 6M | +41.8% | -41.4% | +83.2% | +44.5% |
| YTD | +56.8% | -54.6% | +111.4% | +60.8% |
| 1Y | +39.0% | -56.9% | +95.9% | +42.5% |
| 3Y | +53.8% | +59.1% | -5.3% | +46.9% |
| 5Y | -68.6% | -75.4% | +6.8% | -63.4% |
| All | -44.7% | -75.2% | +30.5% | -35.9% |
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