+92.0%
TER vs BBAI
-80.9%
+172.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -7.7% | +2.3% | -5.1% |
| 7D | +14.4% | -14.0% | +28.3% | +15.1% |
| 30D | -30.6% | -12.4% | -18.2% | -30.2% |
| 3M | -39.2% | -42.8% | +3.6% | -37.9% |
| 6M | -31.3% | -54.6% | +23.4% | -29.3% |
| YTD | +29.1% | -64.6% | +93.7% | +33.6% |
| 1Y | +47.4% | -69.9% | +117.3% | +53.1% |
| 3Y | +191.2% | +7.3% | +183.9% | +189.8% |
| 5Y | +74.0% | -80.8% | +154.8% | +68.9% |
| All | +92.0% | -80.9% | +172.9% | +87.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling