+365.0%
BLDR vs ACGL
+2,177.1%
-1,812.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -2.0% |
| 7D | -3.7% | +0.9% | -4.5% | -4.1% |
| 30D | +16.8% | +13.7% | +3.1% | +5.0% |
| 3M | -13.7% | +8.0% | -21.8% | -19.2% |
| 6M | -21.9% | +13.3% | -35.1% | -30.6% |
| YTD | -39.2% | +11.8% | -51.1% | -46.0% |
| 1Y | -42.6% | +22.2% | -64.9% | -52.9% |
| 3Y | -50.2% | +32.5% | -82.7% | -65.3% |
| 5Y | -7.0% | +160.2% | -167.2% | -67.9% |
| 10Y | +584.2% | +338.5% | +245.7% | +20.0% |
| All | +365.0% | +2,177.1% | -1,812.1% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling