+75.9%
BLDR vs ABCL
-79.6%
+155.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | -1.1% | +2.3% | -3.4% | -1.4% |
| 30D | +19.1% | -0.7% | +19.8% | +18.3% |
| 3M | -12.6% | +33.4% | -46.0% | -17.5% |
| 6M | -18.7% | +137.8% | -156.5% | -31.7% |
| YTD | -38.8% | +264.3% | -303.2% | -52.6% |
| 1Y | -41.2% | +209.2% | -250.4% | -53.4% |
| 3Y | -49.4% | +208.4% | -257.8% | -62.2% |
| 5Y | -6.0% | -11.9% | +5.9% | -23.1% |
| All | +75.9% | -79.6% | +155.5% | +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