-2.6%
APA vs BLDR
+357.1%
-359.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.9% | +3.7% |
| 7D | +0.3% | -2.7% | +3.0% | +1.2% |
| 30D | +9.3% | -14.7% | +24.0% | +15.8% |
| 3M | +23.3% | -20.8% | +44.2% | +30.8% |
| 6M | +39.5% | -35.3% | +74.8% | +56.8% |
| YTD | +87.6% | -40.3% | +127.9% | +116.2% |
| 1Y | +114.2% | -56.3% | +170.5% | +182.4% |
| 3Y | +13.6% | -56.1% | +69.7% | +34.3% |
| 5Y | +175.6% | +12.9% | +162.7% | +73.6% |
| 10Y | -2.6% | +386.5% | -389.1% | -69.9% |
| All | -2.6% | +357.1% | -359.8% | -69.9% |
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