+19.7%
ABNB vs BLDR
-54.9%
+74.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -2.7% |
| 7D | -4.4% | -0.3% | -4.1% | -4.3% |
| 30D | -2.0% | -16.2% | +14.2% | +2.7% |
| 3M | +29.8% | -14.4% | +44.3% | +34.1% |
| 6M | +31.0% | -32.8% | +63.8% | +43.9% |
| YTD | +28.6% | -39.2% | +67.8% | +43.5% |
| 1Y | +40.1% | -57.7% | +97.7% | +73.8% |
| 3Y | +19.7% | -55.3% | +75.0% | +30.2% |
| All | +19.7% | -54.9% | +74.6% | +30.2% |
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