+1,587.5%
AMAT vs BLDR
+382.3%
+1,205.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +3.4% |
| 7D | -1.5% | -2.8% | +1.3% | -0.4% |
| 30D | -14.8% | -13.3% | -1.5% | -10.5% |
| 3M | -9.3% | -12.3% | +3.0% | -5.6% |
| 6M | +27.4% | -31.5% | +58.9% | +44.5% |
| YTD | +77.6% | -36.1% | +113.6% | +104.2% |
| 1Y | +188.9% | -54.1% | +243.0% | +274.0% |
| 3Y | +202.3% | -55.8% | +258.1% | +272.5% |
| 5Y | +248.9% | +20.7% | +228.2% | +181.0% |
| All | +1,587.5% | +382.3% | +1,205.1% | +694.6% |
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