+117.9%
ASML vs BLDR
-48.1%
+166.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.8% | -3.6% | -7.8% |
| 7D | -19.0% | +3.9% | -22.9% | -20.1% |
| 30D | -25.9% | +16.5% | -42.4% | -29.7% |
| 3M | -19.1% | -13.7% | -5.4% | -16.3% |
| 6M | -5.7% | -12.2% | +6.4% | -3.8% |
| YTD | +27.6% | -36.3% | +63.9% | +41.8% |
| 1Y | +30.8% | -41.3% | +72.1% | +48.5% |
| All | +117.9% | -48.1% | +166.0% | +142.5% |
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