+368.6%
BLDR vs ALC
+24.0%
+344.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +4.0% |
| 7D | -2.8% | -2.1% | -0.8% | -1.5% |
| 30D | -13.3% | -0.1% | -13.2% | -13.2% |
| 3M | -12.3% | +5.9% | -18.1% | -15.6% |
| 6M | -31.5% | -15.9% | -15.5% | -23.5% |
| YTD | -36.1% | -10.1% | -26.0% | -32.3% |
| 1Y | -54.1% | -10.2% | -43.9% | -51.3% |
| 3Y | -55.8% | -13.6% | -42.2% | -52.9% |
| 5Y | +20.7% | -15.1% | +35.9% | +27.8% |
| All | +368.6% | +24.0% | +344.6% | +234.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling