-56.3%
BLDR vs ALC
-14.0%
-42.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | -2.7% | -5.3% | +2.6% | 0.0% |
| 30D | -14.7% | -7.1% | -7.7% | -11.3% |
| 3M | -20.8% | +0.8% | -21.6% | -20.9% |
| 6M | -35.3% | -16.0% | -19.4% | -29.2% |
| YTD | -40.3% | -12.7% | -27.6% | -37.0% |
| 1Y | -56.3% | -12.8% | -43.5% | -54.1% |
| All | -56.3% | -14.0% | -42.3% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling