+140.1%
AMT vs BLDR
+473.7%
-333.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.3% | +0.2% |
| 7D | -2.2% | -8.2% | +6.0% | -1.1% |
| 30D | +5.8% | +16.3% | -10.5% | +3.4% |
| 3M | +12.6% | -17.0% | +29.5% | +14.9% |
| 6M | +8.3% | -17.4% | +25.7% | +9.7% |
| YTD | +11.4% | -41.6% | +53.0% | +17.7% |
| 1Y | +7.7% | -43.5% | +51.2% | +14.2% |
| 3Y | +14.8% | -51.6% | +66.4% | +21.0% |
| 5Y | -18.0% | -11.6% | -6.4% | -22.8% |
| All | +140.1% | +473.7% | -333.6% | +79.5% |
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