-69.3%
W vs BBAI
-70.8%
+1.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +2.7% |
| 7D | -4.2% | -4.3% | +0.1% | -3.9% |
| 30D | -7.6% | -3.6% | -3.9% | -7.4% |
| 3M | +37.2% | -38.8% | +75.9% | +41.5% |
| 6M | +26.3% | -23.8% | +50.1% | +28.2% |
| YTD | -1.0% | -45.9% | +44.9% | +2.5% |
| 1Y | +20.1% | -40.8% | +60.9% | +22.2% |
| 3Y | +37.8% | +69.8% | -32.0% | +26.9% |
| 5Y | -63.7% | -70.3% | +6.7% | -59.1% |
| All | -69.3% | -70.8% | +1.5% | -66.2% |
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