+36.5%
XLB vs BBAI
-70.3%
+106.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.2% | -1.0% | +0.8% | -0.2% |
| 30D | -1.7% | -10.7% | +9.0% | -1.6% |
| 3M | +4.4% | -32.3% | +36.6% | +4.8% |
| 6M | +5.0% | -31.3% | +36.3% | +5.4% |
| YTD | +15.5% | -45.9% | +61.4% | +16.1% |
| 1Y | +14.9% | -40.0% | +55.0% | +15.3% |
| 3Y | +34.5% | +72.8% | -38.3% | +32.2% |
| 5Y | +36.5% | -70.4% | +106.9% | +32.4% |
| All | +36.5% | -70.3% | +106.8% | +32.4% |
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