+83.9%
BLDR vs ABCL
-81.3%
+165.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.7% |
| 7D | -2.8% | +0.7% | -3.6% | -2.9% |
| 30D | -13.3% | +93.1% | -106.3% | -22.8% |
| 3M | -12.3% | +79.4% | -91.7% | -21.6% |
| 6M | -31.5% | +214.9% | -246.3% | -44.6% |
| YTD | -36.1% | +234.2% | -270.3% | -49.3% |
| 1Y | -54.1% | +174.8% | -228.8% | -62.8% |
| 3Y | -55.8% | +104.5% | -160.2% | -64.8% |
| 5Y | +20.7% | -39.0% | +59.7% | +1.5% |
| All | +83.9% | -81.3% | +165.2% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling