+95.5%
APA vs BLDR
-42.4%
+137.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.4% |
| 7D | +5.1% | -10.3% | +15.4% | +3.0% |
| 30D | +0.3% | +19.6% | -19.3% | +4.3% |
| 3M | +15.6% | -17.0% | +32.6% | +12.1% |
| 6M | +28.9% | -16.7% | +45.6% | +26.7% |
| YTD | +96.6% | -39.4% | +136.0% | +102.6% |
| 1Y | +95.5% | -41.7% | +137.2% | +103.0% |
| All | +95.5% | -42.4% | +137.9% | +103.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling