+174.7%
TER vs BBAI
-70.8%
+245.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +5.6% |
| 7D | +0.6% | -4.3% | +4.9% | +0.8% |
| 30D | -8.3% | -3.6% | -4.6% | -8.2% |
| 3M | -12.2% | -38.8% | +26.6% | -10.7% |
| 6M | +17.1% | -23.8% | +40.8% | +18.1% |
| YTD | +84.7% | -45.9% | +130.6% | +88.1% |
| 1Y | +199.9% | -40.8% | +240.7% | +204.3% |
| 3Y | +232.8% | +69.8% | +163.0% | +225.6% |
| 5Y | +198.6% | -70.3% | +268.9% | +187.4% |
| All | +174.7% | -70.8% | +245.5% | +164.3% |
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