-50.8%
BLDR vs ACGL
+33.8%
-84.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -3.0% | +2.2% | -5.1% | -3.4% |
| 30D | +20.1% | +12.3% | +7.8% | +17.9% |
| 3M | -17.5% | +11.8% | -29.3% | -19.0% |
| 6M | -16.1% | +17.5% | -33.6% | -18.2% |
| YTD | -41.0% | +14.3% | -55.3% | -42.3% |
| 1Y | -41.6% | +18.2% | -59.8% | -43.2% |
| 3Y | -50.8% | +33.2% | -84.0% | -46.5% |
| All | -50.8% | +33.8% | -84.6% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling