+101.3%
BLDR vs JAAA
+29.3%
+72.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | -2.8% | +0.2% | -3.0% | -3.1% |
| 30D | -13.3% | +0.5% | -13.8% | -14.0% |
| 3M | -12.3% | +1.3% | -13.5% | -13.9% |
| 6M | -31.5% | +2.7% | -34.1% | -34.1% |
| YTD | -36.1% | +3.2% | -39.2% | -39.0% |
| 1Y | -54.1% | +4.9% | -59.0% | -57.2% |
| 3Y | -55.8% | +19.0% | -74.8% | -62.4% |
| 5Y | +20.7% | +26.8% | -6.1% | -3.5% |
| All | +101.3% | +29.3% | +72.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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