+21.9%
BABA vs BLDR
-51.2%
+73.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.6% | -3.5% | -6.6% |
| 7D | -12.7% | -8.2% | -4.5% | -11.8% |
| 30D | -14.9% | +16.3% | -31.1% | -16.6% |
| 3M | -24.6% | -17.0% | -7.7% | -23.2% |
| 6M | -29.3% | -17.4% | -12.0% | -28.6% |
| YTD | -35.0% | -41.6% | +6.5% | -31.3% |
| 1Y | -39.7% | -43.5% | +3.8% | -36.0% |
| All | +21.9% | -51.2% | +73.1% | +38.8% |
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