+74.8%
BLDR vs ABCL
-80.5%
+155.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.7% | -11.3% | -5.4% |
| 7D | -3.7% | -3.2% | -0.5% | -3.5% |
| 30D | +16.8% | -7.4% | +24.2% | +17.1% |
| 3M | -13.7% | +81.9% | -95.7% | -23.3% |
| 6M | -21.9% | +135.7% | -157.6% | -34.4% |
| YTD | -39.2% | +247.4% | -286.6% | -52.6% |
| 1Y | -42.6% | +162.3% | -204.9% | -53.4% |
| 3Y | -50.2% | +165.5% | -215.7% | -62.1% |
| 5Y | -7.0% | -21.3% | +14.3% | -23.4% |
| All | +74.8% | -80.5% | +155.4% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling