+337.3%
BLDR vs ALC
+20.4%
+316.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.2% |
| 7D | -2.7% | -5.3% | +2.6% | +1.1% |
| 30D | -14.7% | -7.1% | -7.7% | -10.1% |
| 3M | -20.8% | +0.8% | -21.6% | -21.2% |
| 6M | -35.3% | -16.0% | -19.4% | -27.8% |
| YTD | -40.3% | -12.7% | -27.6% | -35.4% |
| 1Y | -56.3% | -12.8% | -43.5% | -52.7% |
| 3Y | -56.1% | -15.8% | -40.3% | -52.3% |
| 5Y | +12.9% | -16.7% | +29.6% | +21.0% |
| All | +337.3% | +20.4% | +316.9% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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