-9.4%
ABT vs BLDR
+13.4%
-22.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | -4.7% | -2.7% | -2.0% | -4.5% |
| 30D | -3.1% | -14.7% | +11.6% | -1.5% |
| 3M | +16.1% | -20.8% | +37.0% | +18.7% |
| 6M | -5.3% | -35.3% | +30.0% | -1.3% |
| YTD | -14.4% | -40.3% | +25.9% | -10.3% |
| 1Y | -18.4% | -56.3% | +37.9% | -11.7% |
| 3Y | +11.2% | -56.1% | +67.3% | +16.0% |
| 5Y | -9.4% | +12.9% | -22.3% | -23.8% |
| All | -9.4% | +13.4% | -22.7% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling