+2,144.8%
AME vs BLDR
+414.6%
+1,730.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.0% | +1.1% |
| 7D | +0.6% | -2.8% | +3.5% | +1.1% |
| 30D | -6.7% | -13.3% | +6.6% | -4.6% |
| 3M | +4.1% | -12.3% | +16.3% | +5.8% |
| 6M | +1.6% | -31.5% | +33.0% | +7.3% |
| YTD | +16.1% | -36.1% | +52.2% | +23.7% |
| 1Y | +27.3% | -54.1% | +81.4% | +42.9% |
| 3Y | +50.9% | -55.8% | +106.6% | +65.8% |
| 5Y | +81.4% | +20.7% | +60.6% | +64.9% |
| 10Y | +417.0% | +390.2% | +26.7% | +259.1% |
| All | +2,144.8% | +414.6% | +1,730.2% | +998.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling