+88.7%
XLI vs BBAI
-70.8%
+159.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.0% | -1.0% | +2.0% | +1.0% |
| 30D | -5.8% | -10.7% | +4.9% | -5.7% |
| 3M | +0.7% | -32.3% | +33.0% | +1.2% |
| 6M | +3.2% | -31.3% | +34.5% | +3.6% |
| YTD | +13.0% | -45.9% | +59.0% | +13.7% |
| 1Y | +16.8% | -40.0% | +56.8% | +17.2% |
| 3Y | +72.4% | +72.8% | -0.4% | +69.6% |
| 5Y | +82.8% | -70.4% | +153.1% | +74.8% |
| All | +88.7% | -70.8% | +159.5% | +81.1% |
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