+1,162.1%
AMAT vs BLDR
+568.9%
+593.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.7% | +5.9% |
| 7D | -14.7% | -3.7% | -11.1% | -13.9% |
| 30D | -36.1% | +16.8% | -52.9% | -40.6% |
| 3M | -36.9% | -13.7% | -23.1% | -34.7% |
| 6M | -22.2% | -21.9% | -0.3% | -17.2% |
| YTD | +29.9% | -39.2% | +69.1% | +49.7% |
| 1Y | +43.3% | -42.6% | +85.9% | +68.2% |
| 3Y | +142.7% | -50.2% | +192.9% | +182.0% |
| 5Y | +126.2% | -7.0% | +133.2% | +96.6% |
| All | +1,162.1% | +568.9% | +593.2% | +479.4% |
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