-20.2%
AMRZ vs BLDR
-46.8%
+26.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -2.1% | -3.0% | +0.9% | -0.9% |
| 30D | +13.0% | +20.1% | -7.1% | +4.4% |
| 3M | -12.1% | -17.5% | +5.4% | -5.7% |
| 6M | -19.1% | -16.1% | -3.0% | -14.5% |
| YTD | -23.3% | -41.0% | +17.8% | -8.8% |
| 1Y | -16.6% | -41.6% | +25.0% | -0.8% |
| All | -20.2% | -46.8% | +26.6% | 0.0% |
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