+4.3%
APA vs BLDR
+387.6%
-383.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.8% |
| 7D | +5.1% | -10.3% | +15.4% | +7.5% |
| 30D | +0.3% | +19.6% | -19.3% | -4.6% |
| 3M | +15.6% | -17.0% | +32.6% | +18.9% |
| 6M | +28.9% | -16.7% | +45.6% | +29.8% |
| YTD | +96.6% | -39.4% | +136.0% | +109.8% |
| 1Y | +95.5% | -41.7% | +137.2% | +110.1% |
| 3Y | +41.8% | -49.9% | +91.7% | +52.8% |
| 5Y | +85.4% | -7.6% | +93.0% | +67.3% |
| 10Y | +4.5% | +502.3% | -497.8% | -35.2% |
| All | +4.3% | +387.6% | -383.4% | -51.1% |
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