+814.3%
BLDR vs ALM
+3,507.4%
-2,693.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.1% | -6.7% | -4.5% |
| 7D | -3.7% | -6.7% | +3.0% | -3.6% |
| 30D | +16.8% | -32.9% | +49.7% | +16.9% |
| 3M | -13.7% | -39.5% | +25.7% | -13.7% |
| 6M | -21.9% | -62.0% | +40.1% | -21.7% |
| YTD | -39.2% | -7.8% | -31.4% | -39.2% |
| 1Y | -42.6% | +26.7% | -69.3% | -42.7% |
| 3Y | -50.2% | +825.4% | -875.6% | -50.3% |
| 5Y | -7.0% | +401.2% | -408.2% | -7.3% |
| 10Y | +584.2% | +2,074.0% | -1,489.8% | +584.0% |
| All | +814.3% | +3,507.4% | -2,693.1% | +820.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling