+28.6%
XLB vs BBAI
-80.9%
+109.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.7% | +7.5% | -0.1% |
| 7D | +0.5% | -14.0% | +14.5% | +0.7% |
| 30D | +5.2% | -12.4% | +17.5% | +5.3% |
| 3M | +0.3% | -42.8% | +43.1% | +1.0% |
| 6M | +1.2% | -54.6% | +55.8% | +2.1% |
| YTD | +16.6% | -64.6% | +81.3% | +17.9% |
| 1Y | +21.4% | -69.9% | +91.3% | +22.9% |
| 3Y | +43.2% | +7.3% | +35.9% | +41.5% |
| All | +28.6% | -80.9% | +109.5% | +27.2% |
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 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