+508.0%
BLDR vs ALM
+2,079.4%
-1,571.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.2% | +2.6% | -4.3% |
| 7D | -1.1% | -6.3% | +5.3% | -0.7% |
| 30D | +19.1% | -31.4% | +50.5% | +21.1% |
| 3M | -12.6% | -40.6% | +28.0% | -10.7% |
| 6M | -18.7% | -58.6% | +39.9% | -16.0% |
| YTD | -38.8% | -7.6% | -31.2% | -39.2% |
| 1Y | -41.2% | +13.8% | -55.1% | -42.2% |
| 3Y | -49.4% | +842.1% | -891.5% | -56.0% |
| 5Y | -6.0% | +407.4% | -413.4% | -17.3% |
| All | +508.0% | +2,079.4% | -1,571.4% | +421.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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