-16.5%
BLDR vs ALM
-59.6%
+43.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.7% | -4.7% |
| 7D | -3.7% | -6.7% | +3.0% | -3.1% |
| 30D | +16.8% | -32.9% | +49.7% | +20.0% |
| 3M | -13.7% | -39.5% | +25.7% | -11.6% |
| All | -16.5% | -59.6% | +43.1% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling