+66.5%
AG vs BLDR
+372.1%
-305.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -0.9% | -4.0% |
| 7D | -5.8% | -8.1% | +2.3% | -4.1% |
| 30D | +6.4% | -21.5% | +27.8% | +12.1% |
| 3M | +28.4% | -21.0% | +49.3% | +34.4% |
| 6M | -24.5% | -37.1% | +12.6% | -17.1% |
| YTD | +21.2% | -42.7% | +63.9% | +35.5% |
| 1Y | +114.1% | -58.0% | +172.1% | +153.7% |
| 3Y | +268.0% | -57.8% | +325.9% | +321.6% |
| 5Y | +67.3% | +10.3% | +57.0% | +52.2% |
| All | +66.5% | +372.1% | -305.6% | +36.9% |
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