+12.5%
AGG vs BLDR
-57.1%
+69.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.2% |
| 7D | -1.1% | -8.2% | +7.2% | -0.7% |
| 30D | -1.1% | -16.6% | +15.5% | -0.4% |
| 3M | -1.9% | -23.2% | +21.2% | -1.0% |
| 6M | -1.7% | -33.7% | +32.0% | -0.4% |
| YTD | -1.3% | -41.3% | +40.0% | +0.4% |
| 1Y | -0.7% | -58.8% | +58.1% | +2.4% |
| 3Y | +12.5% | -57.5% | +69.9% | +12.1% |
| All | +12.5% | -57.1% | +69.6% | +12.1% |
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