+132.3%
AA vs BLDR
+357.1%
-224.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.1% |
| 7D | -0.6% | -2.7% | +2.1% | +0.4% |
| 30D | -1.6% | -14.7% | +13.2% | +5.0% |
| 3M | -29.8% | -20.8% | -9.0% | -23.8% |
| 6M | -16.6% | -35.3% | +18.7% | -2.9% |
| YTD | -4.0% | -40.3% | +36.3% | +14.6% |
| 1Y | +63.5% | -56.3% | +119.8% | +123.7% |
| 3Y | +86.8% | -56.1% | +142.9% | +137.1% |
| 5Y | +12.4% | +12.9% | -0.5% | -15.7% |
| 10Y | +132.3% | +386.5% | -254.1% | -14.8% |
| All | +132.3% | +357.1% | -224.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling