+413.7%
SAN vs BBAI
-70.8%
+484.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.8% |
| 7D | +1.8% | -4.3% | +6.0% | +1.9% |
| 30D | +2.0% | -3.6% | +5.6% | +2.0% |
| 3M | +19.7% | -38.8% | +58.5% | +20.9% |
| 6M | +30.6% | -23.8% | +54.4% | +31.2% |
| YTD | +28.8% | -45.9% | +74.8% | +30.1% |
| 1Y | +57.8% | -40.8% | +98.5% | +58.6% |
| 3Y | +338.1% | +69.8% | +268.4% | +327.9% |
| 5Y | +384.2% | -70.3% | +454.5% | +363.9% |
| All | +413.7% | -70.8% | +484.5% | +394.5% |
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