-58.6%
U vs BBAI
-70.8%
+12.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.9% |
| 7D | -3.8% | -4.3% | +0.5% | -3.6% |
| 30D | +17.5% | -3.6% | +21.1% | +17.6% |
| 3M | +38.7% | -38.8% | +77.5% | +42.1% |
| 6M | +104.4% | -23.8% | +128.2% | +106.8% |
| YTD | -5.7% | -45.9% | +40.2% | -3.0% |
| 1Y | +3.7% | -40.8% | +44.5% | +5.8% |
| 3Y | +12.3% | +69.8% | -57.4% | +6.5% |
| 5Y | -68.8% | -70.3% | +1.5% | -59.1% |
| All | -58.6% | -70.8% | +12.2% | -45.8% |
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 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