+15.9%
ABNB vs BLDR
+68.0%
-52.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.8% | +0.3% |
| 7D | -9.5% | -8.1% | -1.4% | -6.7% |
| 30D | -9.4% | -21.5% | +12.1% | -1.2% |
| 3M | +29.9% | -21.0% | +50.8% | +39.6% |
| 6M | +26.6% | -37.1% | +63.6% | +46.8% |
| YTD | +23.5% | -42.7% | +66.2% | +46.1% |
| 1Y | +35.8% | -58.0% | +93.8% | +80.3% |
| 3Y | +15.0% | -57.8% | +72.8% | +39.5% |
| 5Y | +1.5% | +10.3% | -8.8% | -24.7% |
| All | +15.9% | +68.0% | -52.2% | -26.4% |
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