+257.6%
ALAB vs BLDR
-69.6%
+327.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.9% |
| 7D | +16.3% | -3.0% | +19.3% | +17.4% |
| 30D | -26.1% | +20.1% | -46.2% | -31.0% |
| 3M | -31.3% | -17.5% | -13.8% | -27.7% |
| 6M | -1.0% | -16.1% | +15.1% | +2.9% |
| YTD | +33.3% | -41.0% | +74.4% | +52.8% |
| 1Y | +53.5% | -41.6% | +95.1% | +76.2% |
| All | +257.6% | -69.6% | +327.2% | +344.5% |
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