+555.6%
BLDR vs ACGL
+337.7%
+217.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -2.6% |
| 7D | -3.7% | +0.9% | -4.5% | -3.9% |
| 30D | +16.8% | +13.7% | +3.1% | +8.1% |
| 3M | -13.7% | +8.0% | -21.8% | -17.7% |
| 6M | -21.9% | +13.3% | -35.1% | -28.2% |
| YTD | -39.2% | +11.8% | -51.1% | -44.1% |
| 1Y | -42.6% | +22.2% | -64.9% | -50.3% |
| 3Y | -50.2% | +32.5% | -82.7% | -61.6% |
| 5Y | -7.0% | +160.2% | -167.2% | -58.5% |
| All | +555.6% | +337.7% | +217.9% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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