-98.8%
AMC vs BLDR
+473.7%
-572.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.2% | -1.1% |
| 7D | +8.4% | -8.2% | +16.7% | +11.7% |
| 30D | +9.2% | +16.3% | -7.1% | +3.0% |
| 3M | +32.0% | -17.0% | +49.0% | +40.1% |
| 6M | +149.3% | -17.4% | +166.6% | +161.3% |
| YTD | +114.1% | -41.6% | +155.7% | +153.4% |
| 1Y | +35.8% | -43.5% | +79.3% | +62.4% |
| 3Y | -58.3% | -51.6% | -6.7% | -50.7% |
| 5Y | -99.2% | -11.6% | -87.6% | -99.3% |
| All | -98.8% | +473.7% | -572.4% | -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