-23.9%
UPS vs BBAI
-70.8%
+46.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.2% |
| 7D | -2.9% | -4.3% | +1.4% | -2.9% |
| 30D | -3.5% | -3.6% | +0.1% | -3.5% |
| 3M | -5.7% | -38.8% | +33.1% | -5.5% |
| 6M | -4.4% | -23.8% | +19.4% | -4.3% |
| YTD | +8.0% | -45.9% | +53.9% | +8.2% |
| 1Y | +29.0% | -40.8% | +69.8% | +29.1% |
| 3Y | -27.7% | +69.8% | -97.5% | -28.1% |
| 5Y | -34.3% | -70.3% | +36.0% | -39.4% |
| All | -23.9% | -70.8% | +46.9% | -28.8% |
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