+500.0%
BLDR vs ALK
-42.3%
+542.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.3% |
| 7D | -10.3% | +2.6% | -12.9% | -11.5% |
| 30D | +19.6% | +7.8% | +11.8% | +15.1% |
| 3M | -17.0% | -15.2% | -1.8% | -9.6% |
| 6M | -16.7% | +5.0% | -21.8% | -19.0% |
| YTD | -39.4% | -18.4% | -21.0% | -34.2% |
| 1Y | -41.7% | -2.4% | -39.3% | -42.5% |
| 3Y | -49.9% | +19.8% | -69.6% | -59.7% |
| 5Y | -7.6% | -27.8% | +20.2% | -4.1% |
| All | +500.0% | -42.3% | +542.3% | +499.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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