-30.1%
STZ vs BBAI
-77.8%
+47.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.3% | +12.6% | -0.6% |
| 7D | +11.8% | -16.9% | +28.6% | +11.8% |
| 30D | +26.0% | -14.0% | +39.9% | +26.0% |
| 3M | +11.5% | -26.7% | +38.3% | +11.6% |
| 6M | -2.0% | -46.4% | +44.4% | -1.9% |
| YTD | +7.9% | -58.9% | +66.7% | +7.9% |
| 1Y | +13.9% | -63.8% | +77.7% | +14.0% |
| 3Y | -35.8% | +54.2% | -90.0% | -36.0% |
| 5Y | -28.4% | -77.7% | +49.3% | -30.2% |
| All | -30.1% | -77.8% | +47.7% | -32.3% |
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