-32.8%
STZ vs BBAI
-70.3%
+37.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.7% |
| 7D | -1.9% | -4.3% | +2.3% | -1.9% |
| 30D | -1.9% | -3.6% | +1.7% | -1.9% |
| 3M | -6.2% | -38.8% | +32.5% | -6.2% |
| 6M | -14.0% | -23.8% | +9.8% | -14.0% |
| YTD | -5.1% | -45.9% | +40.8% | -5.1% |
| 1Y | -9.6% | -40.8% | +31.2% | -9.5% |
| 3Y | -47.2% | +69.8% | -117.0% | -47.4% |
| All | -32.8% | -70.3% | +37.5% | -34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling