+54.6%
TER vs BBAI
-77.8%
+132.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -20.5% | -14.6% | -5.9% | -19.9% |
| 30D | -47.0% | -11.6% | -35.5% | -46.7% |
| 3M | -43.3% | -26.2% | -17.0% | -42.6% |
| 6M | -42.9% | -49.2% | +6.3% | -41.5% |
| YTD | +12.9% | -58.9% | +71.8% | +16.1% |
| 1Y | +18.2% | -60.8% | +78.9% | +21.6% |
| 3Y | +151.8% | +51.0% | +100.8% | +148.9% |
| All | +54.6% | -77.8% | +132.4% | +52.6% |
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 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