-50.2%
BLDR vs ACM
-12.3%
-37.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -3.7% | +5.4% | -9.0% | -6.9% |
| 30D | +16.8% | +15.1% | +1.7% | +6.6% |
| 3M | -13.7% | -10.5% | -3.3% | -7.8% |
| 6M | -21.9% | -19.7% | -2.2% | -10.1% |
| YTD | -39.2% | -28.8% | -10.4% | -24.4% |
| 1Y | -42.6% | -47.9% | +5.2% | -7.4% |
| 3Y | -50.2% | -12.4% | -37.8% | -54.1% |
| All | -50.2% | -12.3% | -37.9% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling