-53.6%
BLDR vs ADVB
-97.1%
+43.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.0% | -10.9% | -0.8% |
| 7D | -10.3% | +10.5% | -20.8% | -10.2% |
| 30D | +19.6% | -56.0% | +75.6% | +18.8% |
| 3M | -17.0% | -70.1% | +53.2% | -17.7% |
| 6M | -16.7% | -53.7% | +36.9% | -16.8% |
| YTD | -39.4% | -60.3% | +20.9% | -39.0% |
| 1Y | -41.7% | -73.1% | +31.5% | -40.9% |
| All | -53.6% | -97.1% | +43.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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