+192.8%
APD vs BLDR
+473.7%
-280.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.0% |
| 7D | +2.2% | -8.2% | +10.4% | +3.7% |
| 30D | +9.4% | +16.3% | -6.8% | +6.0% |
| 3M | +4.7% | -17.0% | +21.6% | +7.7% |
| 6M | +5.5% | -17.4% | +22.9% | +7.5% |
| YTD | +31.4% | -41.6% | +73.0% | +41.9% |
| 1Y | +24.1% | -43.5% | +67.6% | +34.7% |
| 3Y | +28.8% | -51.6% | +80.4% | +38.5% |
| 5Y | +15.8% | -11.6% | +27.4% | +5.6% |
| All | +192.8% | +473.7% | -280.9% | +76.0% |
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