-31.9%
SHAK vs BBAI
-40.5%
+8.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.3% |
| 7D | -0.7% | -4.3% | +3.6% | -0.3% |
| 30D | -6.6% | -3.6% | -3.0% | -6.4% |
| 3M | +30.1% | -38.8% | +68.8% | +36.3% |
| 6M | -28.7% | -23.8% | -5.0% | -27.5% |
| YTD | -14.5% | -45.9% | +31.4% | -11.2% |
| 1Y | -31.9% | -40.8% | +8.9% | -27.6% |
| All | -31.9% | -40.5% | +8.7% | -27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling