+34.9%
XLY vs BBAI
-71.8%
+106.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -3.9% | -5.4% | +1.5% | -3.8% |
| 30D | -6.1% | -15.3% | +9.2% | -5.8% |
| 3M | -1.2% | -29.9% | +28.7% | -0.6% |
| 6M | -1.8% | -30.7% | +28.9% | -1.3% |
| YTD | -5.9% | -47.8% | +41.9% | -5.1% |
| 1Y | -3.1% | -40.4% | +37.3% | -2.7% |
| 3Y | +36.0% | +66.9% | -30.9% | +33.6% |
| 5Y | +27.6% | -71.4% | +98.9% | +25.6% |
| All | +34.9% | -71.8% | +106.7% | +32.3% |
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