+90.5%
AA vs BLDR
-54.9%
+145.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.9% | +8.4% | +5.1% |
| 7D | +1.7% | -0.3% | +2.0% | +1.6% |
| 30D | +3.3% | -16.2% | +19.5% | +8.8% |
| 3M | -29.4% | -14.4% | -15.0% | -26.8% |
| 6M | -12.8% | -32.8% | +20.0% | -2.8% |
| YTD | -2.1% | -39.2% | +37.0% | +12.2% |
| 1Y | +62.8% | -57.7% | +120.4% | +114.0% |
| 3Y | +90.5% | -55.3% | +145.7% | +129.1% |
| All | +90.5% | -54.9% | +145.3% | +129.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling