+359.8%
BLDR vs ACGL
+263.8%
+96.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.4% | -3.4% |
| 7D | -0.3% | -2.9% | +2.6% | +1.6% |
| 30D | -16.2% | -2.8% | -13.4% | -14.7% |
| 3M | -14.4% | +6.8% | -21.2% | -18.3% |
| 6M | -32.8% | -1.5% | -31.3% | -32.8% |
| YTD | -39.2% | -0.2% | -39.0% | -40.1% |
| 1Y | -57.7% | +5.3% | -63.0% | -59.9% |
| 3Y | -55.3% | +30.3% | -85.5% | -65.7% |
| 5Y | +15.6% | +151.8% | -136.2% | -48.1% |
| 10Y | +359.8% | +266.9% | +93.0% | +62.7% |
| All | +359.8% | +263.8% | +96.0% | +62.7% |
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