+133.7%
AS vs BLDR
-62.8%
+196.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.8% | +3.5% | -0.6% |
| 7D | +7.1% | +3.9% | +3.2% | +5.8% |
| 30D | +12.8% | +16.5% | -3.7% | +7.4% |
| 3M | -14.7% | -13.7% | -1.1% | -11.6% |
| 6M | -9.9% | -12.2% | +2.2% | -8.0% |
| YTD | -16.1% | -36.3% | +20.2% | -7.7% |
| 1Y | +0.2% | -41.3% | +41.4% | +12.7% |
| All | +133.7% | -62.8% | +196.6% | +158.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling