-35.7%
AUR vs BLDR
+13.6%
-49.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +0.2% |
| 7D | +1.4% | -8.2% | +9.7% | +6.3% |
| 30D | -6.4% | -16.6% | +10.2% | +3.5% |
| 3M | +7.7% | -23.2% | +30.9% | +21.9% |
| 6M | +44.5% | -33.7% | +78.2% | +75.0% |
| YTD | +67.4% | -41.3% | +108.8% | +115.3% |
| 1Y | +15.4% | -58.8% | +74.2% | +84.1% |
| 3Y | +94.8% | -57.5% | +152.3% | +185.6% |
| 5Y | -35.1% | +12.9% | -48.0% | -40.3% |
| All | -35.7% | +13.6% | -49.3% | -40.5% |
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 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