+359.8%
BLDR vs ALLY
+178.4%
+181.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.3% | -1.6% | -2.8% |
| 7D | -0.3% | +1.0% | -1.4% | -0.9% |
| 30D | -16.2% | -3.3% | -12.9% | -14.4% |
| 3M | -14.4% | +0.5% | -14.9% | -14.4% |
| 6M | -32.8% | +12.6% | -45.4% | -37.3% |
| YTD | -39.2% | -4.7% | -34.5% | -37.4% |
| 1Y | -57.7% | +5.2% | -62.9% | -59.2% |
| 3Y | -55.3% | +66.5% | -121.7% | -69.0% |
| 5Y | +15.6% | +0.2% | +15.4% | +5.9% |
| 10Y | +359.8% | +180.8% | +179.0% | +80.2% |
| All | +359.8% | +178.4% | +181.4% | +80.2% |
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