+390.5%
BLDR vs ALK
+532.0%
-141.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +1.5% |
| 7D | -2.7% | +8.9% | -11.6% | -7.0% |
| 30D | +24.8% | +5.9% | +18.9% | +21.1% |
| 3M | -11.7% | -16.5% | +4.9% | -2.5% |
| 6M | -14.8% | +2.1% | -16.9% | -16.1% |
| YTD | -35.9% | -17.1% | -18.8% | -30.7% |
| 1Y | -39.7% | -2.9% | -36.8% | -40.6% |
| 3Y | -45.6% | +24.5% | -70.1% | -57.5% |
| 5Y | -2.5% | -29.1% | +26.6% | +2.3% |
| 10Y | +597.4% | -39.1% | +636.5% | +585.2% |
| All | +390.5% | +532.0% | -141.4% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling