+123.4%
AS vs BLDR
-65.6%
+189.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.1% |
| 7D | -4.9% | -3.0% | -1.9% | -4.0% |
| 30D | +3.9% | +20.1% | -16.2% | -2.0% |
| 3M | -9.6% | -17.5% | +7.9% | -5.0% |
| 6M | -8.7% | -16.1% | +7.4% | -5.5% |
| YTD | -19.8% | -41.0% | +21.2% | -9.8% |
| 1Y | -1.5% | -41.6% | +40.0% | +10.7% |
| All | +123.4% | -65.6% | +189.0% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling