+386.5%
BLDR vs ACM
+124.8%
+261.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | +0.4% |
| 7D | -2.7% | -3.7% | +1.0% | +0.1% |
| 30D | -14.7% | -12.7% | -2.1% | -6.6% |
| 3M | -20.8% | -9.8% | -11.0% | -15.3% |
| 6M | -35.3% | -31.4% | -3.9% | -15.4% |
| YTD | -40.3% | -32.1% | -8.2% | -22.2% |
| 1Y | -56.3% | -47.8% | -8.5% | -30.6% |
| 3Y | -56.1% | -22.1% | -34.0% | -49.2% |
| 5Y | +12.9% | +1.8% | +11.1% | +5.1% |
| 10Y | +386.5% | +132.5% | +253.9% | +169.0% |
| All | +386.5% | +124.8% | +261.7% | +169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling