+46.8%
XLB vs BBAI
-77.0%
+123.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | -1.6% | -10.2% | +8.5% | -1.5% |
| 30D | +7.2% | 0.0% | +7.2% | +7.2% |
| 3M | 0.0% | -30.9% | +31.0% | +0.5% |
| 6M | +2.3% | -46.8% | +49.1% | +3.0% |
| YTD | +18.4% | -57.4% | +75.8% | +19.4% |
| 1Y | +23.3% | -62.0% | +85.4% | +24.4% |
| 3Y | +45.2% | +47.4% | -2.3% | +43.0% |
| 5Y | +31.0% | -77.0% | +107.9% | +28.7% |
| All | +46.8% | -77.0% | +123.8% | +45.2% |
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