+381.3%
BA vs BLDR
+414.6%
-33.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.4% |
| 7D | +1.2% | -2.8% | +4.0% | +1.7% |
| 30D | -11.6% | -13.3% | +1.6% | -9.5% |
| 3M | -2.4% | -12.3% | +9.9% | -0.5% |
| 6M | -6.6% | -31.5% | +24.8% | -0.8% |
| YTD | -2.2% | -36.1% | +33.8% | +4.8% |
| 1Y | -8.0% | -54.1% | +46.1% | +4.1% |
| 3Y | -5.0% | -55.8% | +50.8% | +4.8% |
| 5Y | -2.7% | +20.7% | -23.5% | -11.5% |
| 10Y | +75.9% | +390.2% | -314.4% | +24.9% |
| All | +381.3% | +414.6% | -33.3% | +144.0% |
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 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