-40.8%
SHAK vs BBAI
-70.8%
+30.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -0.3% | -1.0% | +0.7% | -0.3% |
| 30D | -5.2% | -10.7% | +5.5% | -4.9% |
| 3M | +27.3% | -32.3% | +59.5% | +28.6% |
| 6M | -27.9% | -31.3% | +3.4% | -27.2% |
| YTD | -17.0% | -45.9% | +29.0% | -15.8% |
| 1Y | -30.9% | -40.0% | +9.1% | -30.4% |
| 3Y | +3.4% | +72.8% | -69.4% | -0.9% |
| 5Y | -20.5% | -70.4% | +49.9% | -26.5% |
| All | -40.8% | -70.8% | +30.0% | -46.7% |
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 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