+44.5%
XLB vs BBAI
-70.8%
+115.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.3% |
| 7D | -1.4% | -4.3% | +2.9% | -1.3% |
| 30D | -0.4% | -3.6% | +3.3% | -0.3% |
| 3M | +2.0% | -38.8% | +40.8% | +2.6% |
| 6M | +1.8% | -23.8% | +25.6% | +2.0% |
| YTD | +16.6% | -45.9% | +62.5% | +17.2% |
| 1Y | +16.9% | -40.8% | +57.7% | +17.3% |
| 3Y | +32.6% | +69.8% | -37.2% | +30.3% |
| 5Y | +35.6% | -70.3% | +106.0% | +33.0% |
| All | +44.5% | -70.8% | +115.3% | +42.6% |
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