-36.7%
BLDR vs ACM
-46.6%
+9.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.9% | +6.3% | +7.9% |
| 7D | +24.4% | +9.5% | +14.9% | +19.4% |
| 30D | +24.9% | +14.7% | +10.2% | +17.7% |
| 3M | -7.8% | -9.5% | +1.7% | -4.9% |
| 6M | -5.8% | -18.0% | +12.3% | +0.3% |
| YTD | -32.5% | -27.3% | -5.2% | -24.0% |
| 1Y | -36.7% | -47.0% | +10.3% | -23.7% |
| All | -36.7% | -46.6% | +9.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling