+597.4%
BLDR vs ALLY
+201.0%
+396.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.5% | +4.9% |
| 7D | -2.7% | -0.2% | -2.5% | -2.3% |
| 30D | +24.8% | +3.4% | +21.4% | +22.7% |
| 3M | -11.7% | -11.1% | -0.6% | -4.6% |
| 6M | -14.8% | -11.5% | -3.3% | -7.3% |
| YTD | -35.9% | -12.3% | -23.6% | -30.2% |
| 1Y | -39.7% | +1.1% | -40.8% | -40.0% |
| 3Y | -45.6% | +64.8% | -110.4% | -61.7% |
| 5Y | -2.5% | -6.9% | +4.3% | -5.4% |
| 10Y | +597.4% | +194.9% | +402.4% | +157.4% |
| All | +597.4% | +201.0% | +396.3% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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