+365.7%
ALAB vs BLDR
-68.6%
+434.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.9% | -2.1% | -5.4% |
| 7D | +3.2% | -0.3% | +3.5% | +3.5% |
| 30D | -13.6% | -16.2% | +2.7% | -8.8% |
| 3M | -16.6% | -14.4% | -2.2% | -12.9% |
| 6M | +142.3% | -32.8% | +175.1% | +170.8% |
| YTD | +73.6% | -39.2% | +112.8% | +98.9% |
| 1Y | +33.7% | -57.7% | +91.3% | +71.5% |
| All | +365.7% | -68.6% | +434.3% | +478.5% |
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 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