+236.1%
ALNY vs BLDR
+383.3%
-147.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.1% |
| 7D | -6.5% | -8.2% | +1.7% | -5.2% |
| 30D | +11.0% | -16.6% | +27.7% | +14.5% |
| 3M | -14.1% | -23.2% | +9.1% | -10.4% |
| 6M | -22.4% | -33.7% | +11.3% | -17.4% |
| YTD | -37.5% | -41.3% | +3.9% | -32.4% |
| 1Y | -46.9% | -58.8% | +11.9% | -39.3% |
| 3Y | +22.1% | -57.5% | +79.5% | +33.0% |
| 5Y | +31.2% | +12.9% | +18.3% | +14.6% |
| All | +236.1% | +383.3% | -147.2% | +36.3% |
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