-98.7%
AMC vs BLDR
+602.6%
-701.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.8% | +6.3% |
| 7D | +6.6% | -2.7% | +9.3% | +7.7% |
| 30D | +14.1% | +24.8% | -10.7% | +5.1% |
| 3M | +31.3% | -11.7% | +42.9% | +36.3% |
| 6M | +126.7% | -14.8% | +141.4% | +135.5% |
| YTD | +117.9% | -35.9% | +153.8% | +149.8% |
| 1Y | +41.1% | -39.7% | +80.8% | +64.9% |
| 3Y | -61.0% | -45.6% | -15.4% | -55.8% |
| 5Y | -99.1% | -2.5% | -96.6% | -99.3% |
| 10Y | -98.7% | +597.4% | -696.0% | -99.5% |
| All | -98.7% | +602.6% | -701.2% | -99.5% |
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 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