+861.8%
BLDR vs ALM
+7,705.7%
-6,843.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.5% |
| 7D | -2.8% | -2.6% | -0.2% | -2.8% |
| 30D | -13.3% | +32.0% | -45.3% | -13.3% |
| 3M | -12.3% | -15.0% | +2.8% | -12.3% |
| 6M | -31.5% | -10.1% | -21.3% | -31.5% |
| YTD | -36.1% | +99.4% | -135.5% | -36.1% |
| 1Y | -54.1% | +316.4% | -370.4% | -54.2% |
| 3Y | -55.8% | +2,022.0% | -2,077.7% | -56.0% |
| 5Y | +20.7% | +941.2% | -920.4% | +20.2% |
| 10Y | +390.2% | +2,950.3% | -2,560.1% | +389.2% |
| All | +861.8% | +7,705.7% | -6,843.9% | +867.3% |
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 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