-51.8%
BLDR vs ABCL
+104.5%
-156.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | -2.8% | +0.7% | -3.6% | -3.0% |
| 30D | -13.3% | +93.1% | -106.3% | -24.7% |
| 3M | -12.3% | +79.4% | -91.7% | -23.5% |
| 6M | -31.5% | +214.9% | -246.3% | -47.6% |
| YTD | -36.1% | +234.2% | -270.3% | -52.4% |
| 1Y | -54.1% | +174.8% | -228.8% | -64.8% |
| All | -51.8% | +104.5% | -156.3% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling