-55.3%
BLDR vs ALM
+2,327.9%
-2,383.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.8% | -13.7% | -5.4% |
| 7D | -0.3% | +8.4% | -8.8% | -0.8% |
| 30D | -16.2% | +34.8% | -51.1% | -17.9% |
| 3M | -14.4% | +16.2% | -30.6% | -15.8% |
| 6M | -32.8% | +2.1% | -34.9% | -33.8% |
| YTD | -39.2% | +117.0% | -156.2% | -42.1% |
| 1Y | -57.7% | +313.9% | -371.5% | -60.9% |
| 3Y | -55.3% | +2,327.9% | -2,383.2% | -65.8% |
| All | -55.3% | +2,327.9% | -2,383.2% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling