+99.2%
SAP vs BBAI
-75.5%
+174.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.4% | -8.7% | +1.5% |
| 7D | +1.6% | -5.0% | +6.7% | +1.7% |
| 30D | +10.5% | +2.5% | +8.0% | +10.4% |
| 3M | +15.2% | -25.1% | +40.2% | +15.8% |
| 6M | +36.7% | -41.4% | +78.1% | +38.1% |
| YTD | -0.6% | -54.6% | +54.1% | +0.8% |
| 1Y | -4.1% | -56.9% | +52.7% | -2.9% |
| 3Y | +73.2% | +59.1% | +14.2% | +69.0% |
| 5Y | +74.1% | -75.4% | +149.5% | +66.3% |
| All | +99.2% | -75.5% | +174.7% | +89.2% |
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