-9.4%
BLDR vs ABCL
-26.2%
+16.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.1% | +1.1% |
| 7D | -3.0% | -3.3% | +0.3% | -2.4% |
| 30D | +20.1% | -7.1% | +27.2% | +20.5% |
| 3M | -17.5% | +4.7% | -22.2% | -19.9% |
| 6M | -16.1% | +140.9% | -157.0% | -33.4% |
| YTD | -41.0% | +236.0% | -277.0% | -57.3% |
| 1Y | -41.6% | +217.4% | -259.0% | -57.2% |
| 3Y | -50.8% | +188.7% | -239.5% | -66.4% |
| All | -9.4% | -26.2% | +16.8% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling