-55.3%
BLDR vs ACM
-19.8%
-35.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.1% | -4.3% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -16.2% | -12.9% | -3.3% | -8.6% |
| 3M | -14.4% | -6.4% | -8.0% | -11.3% |
| 6M | -32.8% | -29.2% | -3.6% | -14.8% |
| YTD | -39.2% | -29.9% | -9.2% | -23.3% |
| 1Y | -57.7% | -47.3% | -10.4% | -32.6% |
| 3Y | -55.3% | -19.6% | -35.6% | -54.4% |
| All | -55.3% | -19.8% | -35.5% | -54.4% |
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