+169.1%
APD vs BLDR
+357.1%
-188.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -4.6% | -2.7% | -1.9% | -4.1% |
| 30D | -4.2% | -14.7% | +10.5% | -1.5% |
| 3M | +5.0% | -20.8% | +25.8% | +8.6% |
| 6M | +8.9% | -35.3% | +44.3% | +16.3% |
| YTD | +21.9% | -40.3% | +62.2% | +31.7% |
| 1Y | +5.6% | -56.3% | +61.9% | +20.9% |
| 3Y | +6.9% | -56.1% | +63.0% | +17.6% |
| 5Y | +25.3% | +12.9% | +12.4% | +9.3% |
| 10Y | +169.1% | +386.5% | -217.4% | +63.0% |
| All | +169.1% | +357.1% | -188.1% | +63.0% |
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