-35.0%
AUR vs BLDR
+15.5%
-50.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.9% |
| 7D | +11.1% | -2.7% | +13.8% | +12.7% |
| 30D | -6.9% | -14.7% | +7.8% | +1.5% |
| 3M | +5.5% | -20.8% | +26.3% | +17.2% |
| 6M | +41.0% | -35.3% | +76.3% | +73.5% |
| YTD | +69.3% | -40.3% | +109.6% | +115.6% |
| 1Y | +14.0% | -56.3% | +70.3% | +75.2% |
| 3Y | +90.1% | -56.1% | +146.2% | +173.4% |
| 5Y | -34.4% | +12.9% | -47.3% | -40.2% |
| All | -35.0% | +15.5% | -50.5% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling