-6.4%
BLDR vs ALC
-11.2%
+4.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -3.1% |
| 7D | -3.7% | +4.9% | -8.5% | -6.4% |
| 30D | +16.8% | +19.0% | -2.2% | +4.5% |
| 3M | -13.7% | +7.8% | -21.5% | -17.6% |
| 6M | -21.9% | +14.6% | -36.4% | -28.3% |
| YTD | -39.2% | -4.4% | -34.8% | -38.1% |
| 1Y | -42.6% | +1.4% | -44.0% | -44.0% |
| 3Y | -50.2% | +2.5% | -52.7% | -53.2% |
| All | -6.4% | -11.2% | +4.8% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling