+366.5%
BLDR vs ACM
+233.3%
+133.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | -3.7% | +5.4% | -9.0% | -7.1% |
| 30D | +16.8% | +15.1% | +1.7% | +5.8% |
| 3M | -13.7% | -10.5% | -3.3% | -7.3% |
| 6M | -21.9% | -19.7% | -2.2% | -9.8% |
| YTD | -39.2% | -28.8% | -10.4% | -24.2% |
| 1Y | -42.6% | -47.9% | +5.2% | -10.8% |
| 3Y | -50.2% | -12.4% | -37.8% | -47.0% |
| 5Y | -7.0% | +0.6% | -7.5% | -10.3% |
| 10Y | +584.2% | +161.3% | +423.0% | +219.3% |
| All | +366.5% | +233.3% | +133.2% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling