+249.6%
ALAB vs BLDR
-66.9%
+316.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.5% | +8.2% | +12.2% |
| 7D | -5.6% | -2.7% | -2.8% | -4.8% |
| 30D | -36.6% | +24.8% | -61.5% | -41.3% |
| 3M | -35.1% | -11.7% | -23.4% | -33.0% |
| 6M | +8.5% | -14.8% | +23.3% | +12.5% |
| YTD | +30.4% | -35.9% | +66.2% | +46.0% |
| 1Y | +31.0% | -39.7% | +70.8% | +49.6% |
| All | +249.6% | -66.9% | +316.5% | +324.8% |
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 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