+65.7%
AG vs BLDR
+479.0%
-413.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.4% | -2.6% |
| 7D | -10.0% | -3.0% | -7.0% | -9.3% |
| 30D | -10.5% | +20.1% | -30.6% | -14.6% |
| 3M | -27.3% | -17.5% | -9.7% | -24.4% |
| 6M | -43.0% | -16.1% | -26.9% | -41.3% |
| YTD | -17.9% | -41.0% | +23.1% | -9.0% |
| 1Y | +11.9% | -41.6% | +53.5% | +24.2% |
| 3Y | +201.8% | -50.8% | +252.6% | +235.4% |
| 5Y | -0.1% | -10.8% | +10.7% | -6.2% |
| All | +65.7% | +479.0% | -413.3% | +32.2% |
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 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