+4.2%
SAN vs BBAI
-44.6%
+48.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | +3.4% | -10.2% | +13.6% | +4.7% |
| 30D | -6.3% | 0.0% | -6.3% | -6.9% |
| 3M | -14.1% | -30.9% | +16.8% | -9.3% |
| 6M | +4.2% | -46.8% | +50.9% | +10.7% |
| All | +4.2% | -44.6% | +48.7% | +10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling