-51.8%
BLDR vs ACGL
+34.2%
-86.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.8% |
| 7D | -2.8% | -0.7% | -2.1% | -2.7% |
| 30D | -13.3% | -1.0% | -12.3% | -13.1% |
| 3M | -12.3% | +11.0% | -23.3% | -13.9% |
| 6M | -31.5% | -0.3% | -31.1% | -31.5% |
| YTD | -36.1% | +2.3% | -38.3% | -36.4% |
| 1Y | -54.1% | +6.4% | -60.5% | -54.7% |
| All | -51.8% | +34.2% | -86.1% | -58.2% |
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